-1.5%
TSCO vs OUST
+594.6%
-596.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.5% | +8.0% | -0.3% |
| 7D | +0.3% | -3.8% | +4.1% | +0.3% |
| 30D | +11.3% | +5.1% | +6.3% | +11.1% |
| 3M | +1.5% | -25.8% | +27.3% | +2.0% |
| 6M | +24.0% | -2.0% | +26.0% | +22.8% |
| YTD | -25.7% | +54.7% | -80.4% | -28.0% |
| 1Y | -33.6% | +48.8% | -82.4% | -35.6% |
| 3Y | -1.5% | +607.8% | -609.4% | -20.9% |
| All | -1.5% | +594.6% | -596.1% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling