+75.0%
TEM vs OUST
+196.0%
-121.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.0% | +2.2% | -4.3% |
| 7D | -9.5% | -5.0% | -4.5% | -8.7% |
| 30D | -2.2% | -32.0% | +29.9% | +8.2% |
| 3M | +50.8% | -32.4% | +83.2% | +64.3% |
| 6M | +30.3% | +6.7% | +23.5% | +14.3% |
| YTD | +19.3% | +41.0% | -21.8% | -6.1% |
| 1Y | -14.4% | +18.0% | -32.4% | -29.1% |
| All | +75.0% | +196.0% | -121.0% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling