+479.0%
TLN vs OUST
+554.0%
-75.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.5% |
| 7D | +7.1% | +5.2% | +1.8% | +6.4% |
| 30D | -3.9% | -19.3% | +15.4% | -1.4% |
| 3M | -16.2% | -22.6% | +6.5% | -15.3% |
| 6M | -5.8% | +62.8% | -68.6% | -13.9% |
| YTD | -15.4% | +68.3% | -83.8% | -23.3% |
| 1Y | -16.7% | +28.5% | -45.2% | -23.1% |
| All | +479.0% | +554.0% | -75.0% | +358.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling