+32.4%
TMO vs OUST
-62.6%
+95.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.8% | +0.6% |
| 7D | -0.5% | +4.0% | -4.5% | -0.7% |
| 30D | +1.0% | -14.0% | +15.0% | +1.6% |
| 3M | +22.7% | -5.9% | +28.6% | +21.5% |
| 6M | +19.0% | +76.4% | -57.3% | +12.4% |
| YTD | +4.7% | +67.5% | -62.7% | -1.0% |
| 1Y | +26.0% | +27.1% | -1.1% | +20.0% |
| 3Y | +18.0% | +619.0% | -601.1% | -4.1% |
| 5Y | +8.0% | -54.9% | +62.9% | -5.2% |
| All | +32.4% | -62.6% | +95.0% | +18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling