+100.1%
TEM vs OUST
+270.7%
-170.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.4% |
| 7D | +3.5% | +31.9% | -28.4% | -4.8% |
| 30D | +13.5% | -4.2% | +17.8% | +14.1% |
| 3M | +46.3% | -9.3% | +55.6% | +47.0% |
| 6M | +61.5% | +51.7% | +9.9% | +27.9% |
| YTD | +36.4% | +76.6% | -40.2% | +0.7% |
| 1Y | +12.2% | +48.9% | -36.7% | -13.1% |
| All | +100.1% | +270.7% | -170.6% | -9.2% |
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