+559.7%
TLN vs OUST
+729.1%
-169.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +1.1% | +31.9% | -30.8% | -2.9% |
| 30D | -4.6% | -4.2% | -0.4% | -4.6% |
| 3M | +5.2% | -9.3% | +14.5% | +5.8% |
| 6M | -6.5% | +51.7% | -58.2% | -14.2% |
| YTD | -3.6% | +76.6% | -80.3% | -14.1% |
| 1Y | -8.2% | +48.9% | -57.1% | -16.8% |
| 3Y | +559.7% | +675.3% | -115.6% | +409.3% |
| All | +559.7% | +729.1% | -169.4% | +409.3% |
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 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