+42.0%
TMUS vs OUST
-56.2%
+98.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.1% | -3.5% |
| 7D | +0.1% | +5.2% | -5.1% | +0.1% |
| 30D | +5.3% | -19.3% | +24.5% | +5.2% |
| 3M | +3.1% | -22.6% | +25.8% | +3.1% |
| 6M | -16.5% | +62.8% | -79.2% | -17.2% |
| YTD | -9.2% | +68.3% | -77.5% | -10.0% |
| 1Y | -26.5% | +28.5% | -55.0% | -27.1% |
| 3Y | +39.0% | +554.0% | -515.0% | +27.9% |
| All | +42.0% | -56.2% | +98.1% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling