-9.9%
TSCO vs OUST
-49.1%
+39.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.7% | -1.2% |
| 7D | +7.1% | +17.0% | -9.9% | +6.4% |
| 30D | +11.8% | -16.5% | +28.3% | +12.3% |
| 3M | +7.4% | -23.7% | +31.0% | +8.1% |
| 6M | +13.4% | +18.4% | -4.9% | +10.6% |
| YTD | -25.9% | +60.8% | -86.7% | -29.2% |
| 1Y | -29.9% | +44.2% | -74.1% | -32.8% |
| 3Y | -3.4% | +668.1% | -671.5% | -21.0% |
| All | -9.9% | -49.1% | +39.1% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling