-55.8%
OUST vs TXT
+8.5%
-64.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.8% | -7.7% | -7.9% |
| 7D | -3.8% | +0.1% | -3.9% | -3.7% |
| 30D | +5.1% | +13.3% | -8.3% | -7.6% |
| 3M | -25.8% | -5.0% | -20.9% | -23.8% |
| 6M | -2.0% | -8.4% | +6.4% | +2.9% |
| YTD | +54.7% | -4.0% | +58.7% | +53.1% |
| 1Y | +48.8% | +2.8% | +46.0% | +37.9% |
| 3Y | +607.8% | +10.3% | +597.5% | +510.0% |
| All | -55.8% | +8.5% | -64.4% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling