-26.5%
TMUS vs OUST
+33.5%
-60.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.1% | -3.3% |
| 7D | +0.1% | +5.2% | -5.1% | +0.5% |
| 30D | +5.3% | -19.3% | +24.5% | +3.7% |
| 3M | +3.1% | -22.6% | +25.8% | +2.9% |
| 6M | -16.5% | +62.8% | -79.2% | -11.4% |
| YTD | -9.2% | +68.3% | -77.5% | -3.0% |
| 1Y | -26.5% | +28.5% | -55.0% | -21.4% |
| All | -26.5% | +33.5% | -60.0% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling