-40.9%
TSCO vs OUST
+33.5%
-74.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +1.1% |
| 7D | +0.8% | +5.2% | -4.5% | +0.8% |
| 30D | +5.5% | -19.3% | +24.7% | +5.5% |
| 3M | +20.0% | -22.6% | +42.6% | +20.1% |
| 6M | -29.8% | +62.8% | -92.6% | -30.3% |
| YTD | -28.7% | +68.3% | -97.0% | -29.4% |
| 1Y | -40.9% | +28.5% | -69.5% | -41.7% |
| All | -40.9% | +33.5% | -74.4% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling