+152.7%
TJX vs OUST
-64.1%
+216.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +14.0% | -16.4% | -2.7% |
| 7D | -3.6% | +17.0% | -20.6% | -4.0% |
| 30D | -2.5% | -16.5% | +14.0% | -2.2% |
| 3M | -16.2% | -23.7% | +7.4% | -15.9% |
| 6M | -12.4% | +18.4% | -30.8% | -14.0% |
| YTD | -11.1% | +60.8% | -71.9% | -14.0% |
| 1Y | -4.7% | +44.2% | -48.9% | -7.7% |
| 3Y | +54.8% | +668.1% | -613.3% | +33.3% |
| 5Y | +104.3% | -48.8% | +153.1% | +89.9% |
| All | +152.7% | -64.1% | +216.9% | +134.8% |
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