-29.4%
TSCO vs OUST
+11.1%
-40.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +15.7% | -11.5% | +4.4% |
| 7D | +15.7% | -0.2% | +15.9% | +15.7% |
| 30D | +16.4% | -24.0% | +40.4% | +16.2% |
| 3M | +11.2% | -29.9% | +41.1% | +11.0% |
| 6M | +14.9% | +19.1% | -4.2% | +16.4% |
| YTD | -25.4% | +55.0% | -80.4% | -24.5% |
| 1Y | -29.4% | +21.2% | -50.6% | -27.1% |
| All | -29.4% | +11.1% | -40.4% | -27.1% |
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