+54.2%
TMO vs OUST
+626.4%
-572.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +14.0% | -11.4% | +2.1% |
| 7D | -0.3% | +17.0% | -17.3% | -1.0% |
| 30D | +4.9% | -16.5% | +21.4% | +5.4% |
| 3M | +19.9% | -23.7% | +43.5% | +20.6% |
| 6M | +47.2% | +18.4% | +28.8% | +42.5% |
| YTD | +20.2% | +60.8% | -40.6% | +13.8% |
| 1Y | +23.2% | +44.2% | -21.0% | +17.0% |
| 3Y | +54.2% | +668.1% | -613.9% | +27.3% |
| All | +54.2% | +626.4% | -572.2% | +27.3% |
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