-10.5%
TEM vs OUST
+11.1%
-21.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +15.7% | -18.5% | -6.8% |
| 7D | -1.3% | -0.2% | -1.1% | -1.7% |
| 30D | -9.5% | -24.0% | +14.5% | -3.8% |
| 3M | +60.7% | -29.9% | +90.6% | +72.3% |
| 6M | +35.5% | +19.1% | +16.3% | +12.5% |
| YTD | +28.0% | +55.0% | -26.9% | -8.5% |
| 1Y | -10.5% | +21.2% | -31.7% | -27.4% |
| All | -10.5% | +11.1% | -21.6% | -27.4% |
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