+88.9%
TEM vs OUST
+237.5%
-148.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +14.0% | -6.0% | +4.0% |
| 7D | +5.3% | +17.0% | -11.7% | 0.0% |
| 30D | +8.1% | -16.5% | +24.6% | +12.8% |
| 3M | +64.9% | -23.7% | +88.6% | +73.6% |
| 6M | +42.1% | +18.4% | +23.8% | +21.2% |
| YTD | +28.8% | +60.8% | -32.0% | -2.4% |
| 1Y | +5.5% | +44.2% | -38.7% | -17.8% |
| All | +88.9% | +237.5% | -148.5% | -12.0% |
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