+34.2%
TMO vs OUST
-62.4%
+96.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -0.8% |
| 7D | -1.4% | +5.2% | -6.6% | -1.6% |
| 30D | +6.2% | -19.3% | +25.5% | +7.2% |
| 3M | +27.5% | -22.6% | +50.1% | +27.5% |
| 6M | +20.0% | +62.8% | -42.8% | +13.9% |
| YTD | +6.1% | +68.3% | -62.2% | +0.3% |
| 1Y | +25.8% | +28.5% | -2.7% | +19.8% |
| 3Y | +11.2% | +554.0% | -542.8% | -9.1% |
| 5Y | +9.6% | -56.2% | +65.8% | -3.8% |
| All | +34.2% | -62.4% | +96.6% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling