+580.1%
TLN vs OUST
+333.5%
+246.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.0% | +5.8% | -2.2% |
| 7D | -9.4% | -5.0% | -4.3% | -9.1% |
| 30D | -15.2% | -32.0% | +16.8% | -11.7% |
| 3M | -4.1% | -32.4% | +28.2% | -0.3% |
| 6M | -17.8% | +6.7% | -24.6% | -20.8% |
| YTD | -15.6% | +41.0% | -56.7% | -21.8% |
| 1Y | -21.6% | +18.0% | -39.6% | -26.2% |
| 3Y | +497.6% | +560.6% | -63.1% | +390.1% |
| All | +580.1% | +333.5% | +246.5% | +461.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling