+62.9%
TMUS vs OUST
-62.4%
+125.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.3% |
| 3M | +3.1% | -22.6% | +25.8% | +3.1% |
| 6M | -16.5% | +62.8% | -79.2% | -17.4% |
| YTD | -9.2% | +68.3% | -77.5% | -10.3% |
| 1Y | -26.5% | +28.5% | -55.0% | -27.3% |
| 3Y | +39.0% | +554.0% | -515.0% | +27.4% |
| 5Y | +40.4% | -56.2% | +96.6% | +39.1% |
| All | +62.9% | -62.4% | +125.3% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling