+158.0%
TJX vs OUST
-60.2%
+218.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.8% | -8.8% | +1.8% |
| 7D | -2.0% | +36.7% | -38.7% | -2.8% |
| 30D | -0.5% | -3.3% | +2.9% | -0.5% |
| 3M | -14.1% | -11.1% | -3.0% | -14.1% |
| 6M | -9.4% | +53.1% | -62.4% | -11.7% |
| YTD | -9.2% | +78.2% | -87.5% | -12.5% |
| 1Y | -3.3% | +50.0% | -53.3% | -6.3% |
| 3Y | +57.1% | +836.2% | -779.0% | +34.4% |
| 5Y | +112.3% | -50.0% | +162.3% | +97.4% |
| All | +158.0% | -60.2% | +218.3% | +139.1% |
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 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