+44.1%
TMUS vs OUST
-68.5%
+112.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.0% | +9.9% | +0.9% |
| 7D | +9.0% | -5.0% | +14.1% | +9.0% |
| 30D | -3.2% | -32.0% | +28.8% | -3.2% |
| 3M | -6.9% | -32.4% | +25.5% | -6.8% |
| 6M | -16.4% | +6.7% | -23.1% | -17.0% |
| YTD | -19.6% | +41.0% | -60.7% | -20.6% |
| 1Y | -19.9% | +18.0% | -37.9% | -20.7% |
| 3Y | +14.5% | +560.6% | -546.1% | +4.4% |
| 5Y | +37.7% | -55.1% | +92.8% | +35.6% |
| All | +44.1% | -68.5% | +112.6% | +43.0% |
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