-6.4%
TJX vs OUST
+46.4%
-52.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.3% | -0.1% |
| 7D | -1.5% | +19.9% | -21.5% | -0.9% |
| 30D | -3.6% | +3.6% | -7.1% | -3.3% |
| 3M | -10.3% | -20.6% | +10.3% | -10.9% |
| 6M | -8.6% | +35.1% | -43.7% | -7.4% |
| YTD | -10.3% | +69.1% | -79.5% | -9.0% |
| 1Y | -6.4% | +49.9% | -56.4% | -5.2% |
| All | -6.4% | +46.4% | -52.8% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling