+14.6%
TMUS vs OUST
+537.2%
-522.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.0% | +9.9% | +0.6% |
| 7D | +9.0% | -5.0% | +14.1% | +8.9% |
| 30D | -3.2% | -32.0% | +28.8% | -4.2% |
| 3M | -6.9% | -32.4% | +25.5% | -7.7% |
| 6M | -16.4% | +6.7% | -23.1% | -15.8% |
| YTD | -19.6% | +41.0% | -60.7% | -18.6% |
| 1Y | -19.9% | +18.0% | -37.9% | -18.9% |
| All | +14.6% | +537.2% | -522.5% | +13.2% |
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