+558.2%
TSEM vs OUST
-68.5%
+626.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -9.0% | -3.0% | -10.5% |
| 7D | -30.3% | -5.0% | -25.3% | -29.8% |
| 30D | -49.3% | -32.0% | -17.3% | -46.2% |
| 3M | -38.0% | -32.4% | -5.6% | -34.2% |
| 6M | -41.9% | +6.7% | -48.6% | -42.4% |
| YTD | +11.6% | +41.0% | -29.5% | +6.2% |
| 1Y | +50.5% | +18.0% | +32.5% | +45.6% |
| 3Y | +445.3% | +560.6% | -115.3% | +312.6% |
| 5Y | +272.2% | -55.1% | +327.4% | +250.7% |
| All | +558.2% | -68.5% | +626.8% | +539.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling