+51.6%
TEL vs OUST
-56.2%
+107.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.5% |
| 7D | +3.0% | +5.2% | -2.3% | +2.4% |
| 30D | -3.9% | -19.3% | +15.3% | -2.0% |
| 3M | -5.1% | -22.6% | +17.5% | -4.4% |
| 6M | +0.6% | +62.8% | -62.2% | -7.2% |
| YTD | -7.3% | +68.3% | -75.6% | -15.1% |
| 1Y | +1.1% | +28.5% | -27.4% | -6.1% |
| 3Y | +63.7% | +554.0% | -490.4% | +17.5% |
| All | +51.6% | -56.2% | +107.8% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling