+45.3%
TMUS vs OUST
-64.1%
+109.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.0% | -13.1% | +0.9% |
| 7D | +3.6% | +17.0% | -13.4% | +3.6% |
| 30D | -3.4% | -16.5% | +13.1% | -3.3% |
| 3M | -9.5% | -23.7% | +14.2% | -9.4% |
| 6M | -15.2% | +18.4% | -33.6% | -15.7% |
| YTD | -18.9% | +60.8% | -79.7% | -19.9% |
| 1Y | -17.7% | +44.2% | -61.9% | -18.6% |
| 3Y | +15.6% | +668.1% | -652.5% | +5.4% |
| 5Y | +38.9% | -48.8% | +87.7% | +36.8% |
| All | +45.3% | -64.1% | +109.5% | +44.3% |
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 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