+53.4%
TMUS vs OUST
-62.3%
+115.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.6% | -0.7% |
| 7D | +6.5% | +19.9% | -13.4% | +6.5% |
| 30D | +11.3% | +3.6% | +7.7% | +11.3% |
| 3M | -2.9% | -20.6% | +17.8% | -2.8% |
| 6M | -10.5% | +35.1% | -45.6% | -11.2% |
| YTD | -14.4% | +69.1% | -83.5% | -15.5% |
| 1Y | -17.9% | +49.9% | -67.8% | -18.8% |
| 3Y | +21.9% | +642.4% | -620.5% | +11.5% |
| 5Y | +52.1% | -48.3% | +100.4% | +50.1% |
| All | +53.4% | -62.3% | +115.7% | +52.3% |
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