+80.5%
TSEM vs OUST
+11.1%
+69.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +15.7% | -24.5% | -15.0% |
| 7D | -23.1% | -0.2% | -22.9% | -23.6% |
| 30D | -40.4% | -24.0% | -16.4% | -34.0% |
| 3M | -37.9% | -29.9% | -8.0% | -29.5% |
| 6M | -30.8% | +19.1% | -50.0% | -38.2% |
| YTD | +26.7% | +55.0% | -28.3% | -0.3% |
| 1Y | +80.5% | +21.2% | +59.3% | +53.6% |
| All | +80.5% | +11.1% | +69.4% | +53.6% |
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