+146.7%
TJX vs OUST
-62.4%
+209.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | -2.2% | +5.2% | -7.5% | -2.4% |
| 30D | -17.1% | -19.3% | +2.1% | -16.8% |
| 3M | -16.5% | -22.6% | +6.2% | -16.4% |
| 6M | -17.8% | +62.8% | -80.6% | -20.2% |
| YTD | -13.2% | +68.3% | -81.6% | -16.0% |
| 1Y | -5.2% | +28.5% | -33.7% | -7.9% |
| 3Y | +48.2% | +554.0% | -505.8% | +28.8% |
| 5Y | +99.8% | -56.2% | +156.0% | +86.4% |
| All | +146.7% | -62.4% | +209.2% | +129.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling