-39.9%
TSCO vs OUST
+34.0%
-73.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.1% | +0.9% |
| 7D | +1.7% | +12.7% | -11.0% | +1.7% |
| 30D | +2.8% | -13.6% | +16.4% | +2.8% |
| 3M | +17.9% | -8.3% | +26.2% | +18.1% |
| 6M | -28.6% | +85.0% | -113.5% | -29.3% |
| YTD | -28.0% | +73.2% | -101.3% | -28.9% |
| 1Y | -39.9% | +32.5% | -72.3% | -40.5% |
| All | -39.9% | +34.0% | -73.8% | -40.5% |
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