+655.5%
TSEM vs OUST
+554.0%
+101.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.7% | +6.2% | +7.5% |
| 7D | +6.9% | +5.2% | +1.7% | +5.8% |
| 30D | +5.3% | -19.3% | +24.6% | +10.0% |
| 3M | -14.9% | -22.6% | +7.7% | -11.4% |
| 6M | +80.0% | +62.8% | +17.3% | +64.9% |
| YTD | +89.4% | +68.3% | +21.0% | +71.3% |
| 1Y | +253.1% | +28.5% | +224.5% | +225.2% |
| All | +655.5% | +554.0% | +101.4% | +409.5% |
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