-17.3%
TLN vs OUST
+11.1%
-28.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +15.7% | -24.3% | -11.2% |
| 7D | -6.0% | -0.2% | -5.8% | -6.3% |
| 30D | -1.5% | -24.0% | +22.4% | +2.8% |
| 3M | -3.9% | -29.9% | +26.0% | +1.2% |
| 6M | -15.0% | +19.1% | -34.2% | -22.1% |
| YTD | -12.8% | +55.0% | -67.8% | -26.9% |
| 1Y | -17.3% | +21.2% | -38.5% | -26.1% |
| All | -17.3% | +11.1% | -28.4% | -26.1% |
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 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