+109.8%
TEM vs OUST
+274.1%
-164.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +10.8% | +0.2% | +7.9% |
| 7D | +7.6% | +36.7% | -29.1% | -2.1% |
| 30D | +19.0% | -3.3% | +22.4% | +19.3% |
| 3M | +62.2% | -11.1% | +73.4% | +63.9% |
| 6M | +69.4% | +53.1% | +16.3% | +33.7% |
| YTD | +43.0% | +78.2% | -35.2% | +5.3% |
| 1Y | +18.0% | +50.0% | -32.0% | -8.8% |
| All | +109.8% | +274.1% | -164.3% | -5.1% |
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