+30.6%
TSCO vs OUST
-61.4%
+92.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.1% | +0.7% |
| 7D | +1.7% | +12.7% | -11.0% | +1.2% |
| 30D | +2.8% | -13.6% | +16.4% | +3.3% |
| 3M | +17.9% | -8.3% | +26.2% | +17.4% |
| 6M | -28.6% | +85.0% | -113.5% | -31.6% |
| YTD | -28.0% | +73.2% | -101.3% | -31.0% |
| 1Y | -39.9% | +32.5% | -72.3% | -42.0% |
| 3Y | -14.0% | +643.8% | -657.8% | -27.8% |
| 5Y | -2.9% | -52.1% | +49.2% | -10.2% |
| All | +30.6% | -61.4% | +92.0% | +19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling