-62.4%
OUST vs TXT
+112.2%
-174.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | +5.2% | -4.8% | +10.0% | +9.1% |
| 30D | -19.3% | -10.6% | -8.6% | -12.2% |
| 3M | -22.6% | -13.2% | -9.5% | -14.5% |
| 6M | +62.8% | -20.3% | +83.1% | +92.0% |
| YTD | +68.3% | -9.3% | +77.6% | +77.9% |
| 1Y | +28.5% | -2.7% | +31.2% | +29.4% |
| 3Y | +554.0% | +1.4% | +552.7% | +539.8% |
| 5Y | -56.2% | +9.6% | -65.8% | -60.2% |
| All | -62.4% | +112.2% | -174.7% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling