+1.5%
TEL vs OUST
+30.2%
-28.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.6% |
| 7D | +3.0% | +5.2% | -2.3% | +2.3% |
| 30D | -3.9% | -19.3% | +15.3% | -1.6% |
| 3M | -5.1% | -22.6% | +17.5% | -4.2% |
| 6M | +0.6% | +62.8% | -62.2% | -9.5% |
| YTD | -7.3% | +68.3% | -75.6% | -17.6% |
| All | +1.5% | +30.2% | -28.7% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 1y: compounded portfolio wealth divided by compounded OUST 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…
1y analysis · Full analysis span regression · 6 months rolling