+590.2%
TSEM vs OUST
-64.1%
+654.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +14.0% | -9.2% | +2.6% |
| 7D | -17.5% | +17.0% | -34.5% | -19.8% |
| 30D | -44.7% | -16.5% | -28.2% | -43.2% |
| 3M | -38.9% | -23.7% | -15.2% | -36.5% |
| 6M | -36.7% | +18.4% | -55.0% | -38.4% |
| YTD | +17.0% | +60.8% | -43.8% | +8.9% |
| 1Y | +62.8% | +44.2% | +18.6% | +53.1% |
| 3Y | +471.3% | +668.1% | -196.8% | +322.2% |
| 5Y | +290.3% | -48.8% | +339.1% | +259.8% |
| All | +590.2% | -64.1% | +654.3% | +555.6% |
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 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