-68.5%
OUST vs TXT
+128.8%
-197.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.6% | -7.4% | -7.8% |
| 7D | -5.0% | -2.5% | -2.5% | -3.4% |
| 30D | -32.0% | +12.8% | -44.9% | -38.7% |
| 3M | -32.4% | -3.6% | -28.7% | -31.5% |
| 6M | +6.7% | -6.9% | +13.7% | +10.6% |
| YTD | +41.0% | -2.2% | +43.2% | +38.7% |
| 1Y | +18.0% | +6.3% | +11.7% | +8.9% |
| 3Y | +560.6% | +10.3% | +550.3% | +497.2% |
| 5Y | -55.1% | +10.6% | -65.7% | -61.2% |
| All | -68.5% | +128.8% | -197.4% | -75.6% |
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