+665.3%
TSEM vs OUST
-60.2%
+725.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +10.8% | 0.0% | +9.1% |
| 7D | -2.0% | +36.7% | -38.6% | -7.1% |
| 30D | -33.4% | -3.3% | -30.1% | -33.2% |
| 3M | -39.7% | -11.1% | -28.6% | -38.7% |
| 6M | -27.8% | +53.1% | -80.9% | -32.0% |
| YTD | +29.7% | +78.2% | -48.5% | +18.8% |
| 1Y | +81.1% | +50.0% | +31.1% | +68.7% |
| 3Y | +529.3% | +836.2% | -306.9% | +354.1% |
| 5Y | +315.0% | -50.0% | +364.9% | +281.7% |
| All | +665.3% | -60.2% | +725.5% | +615.3% |
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