+444.9%
TSEM vs OUST
+537.2%
-92.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -9.0% | -3.0% | -10.0% |
| 7D | -30.3% | -5.0% | -25.3% | -29.7% |
| 30D | -49.3% | -32.0% | -17.3% | -45.0% |
| 3M | -38.0% | -32.4% | -5.6% | -32.9% |
| 6M | -41.9% | +6.7% | -48.6% | -42.6% |
| YTD | +11.6% | +41.0% | -29.5% | +4.6% |
| 1Y | +50.5% | +18.0% | +32.5% | +44.0% |
| All | +444.9% | +537.2% | -92.3% | +284.3% |
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 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