+663.0%
TSEM vs OUST
-56.2%
+719.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.7% | +6.2% | +7.6% |
| 7D | +6.9% | +5.2% | +1.7% | +6.0% |
| 30D | +5.3% | -19.3% | +24.6% | +8.9% |
| 3M | -14.9% | -22.6% | +7.7% | -12.1% |
| 6M | +80.0% | +62.8% | +17.3% | +68.1% |
| YTD | +89.4% | +68.3% | +21.0% | +75.0% |
| 1Y | +253.1% | +28.5% | +224.5% | +231.6% |
| 3Y | +642.1% | +554.0% | +88.1% | +450.9% |
| All | +663.0% | -56.2% | +719.2% | +715.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling