+97.3%
TEM vs OUST
+270.7%
-173.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +5.1% | +14.0% | -8.9% | +1.3% |
| 30D | +16.8% | +2.5% | +14.3% | +15.1% |
| 3M | +42.6% | -15.3% | +57.9% | +46.3% |
| 6M | +63.9% | +42.6% | +21.3% | +32.6% |
| YTD | +34.5% | +76.6% | -42.1% | -0.7% |
| 1Y | +11.0% | +54.1% | -43.1% | -14.9% |
| All | +97.3% | +270.7% | -173.4% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling