-46.0%
TSLL vs OUST
+11.1%
-57.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +15.7% | -22.1% | -12.1% |
| 7D | -9.4% | -0.2% | -9.2% | -10.3% |
| 30D | +1.6% | -24.0% | +25.5% | +11.2% |
| 3M | +29.4% | -29.9% | +59.3% | +44.2% |
| 6M | -20.1% | +19.1% | -39.3% | -27.6% |
| YTD | -44.5% | +55.0% | -99.5% | -55.8% |
| 1Y | -46.0% | +21.2% | -67.2% | -53.3% |
| All | -46.0% | +11.1% | -57.1% | -53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling