-12.3%
TLN vs OUST
+32.6%
-44.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +14.0% | -6.9% | +4.6% |
| 7D | -1.3% | +17.0% | -18.3% | -4.5% |
| 30D | -10.5% | -16.5% | +6.0% | -8.2% |
| 3M | +0.1% | -23.7% | +23.8% | +3.8% |
| 6M | -17.4% | +18.4% | -35.8% | -24.1% |
| YTD | -9.7% | +60.8% | -70.4% | -25.0% |
| 1Y | -12.3% | +44.2% | -56.5% | -25.3% |
| All | -12.3% | +32.6% | -44.8% | -25.3% |
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