-23.4%
TSLL vs OUST
+33.5%
-56.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.7% | -13.5% | -12.4% |
| 7D | +1.9% | +5.2% | -3.3% | +0.2% |
| 30D | +17.8% | -19.3% | +37.0% | +25.3% |
| 3M | -37.0% | -22.6% | -14.4% | -33.1% |
| 6M | -37.7% | +62.8% | -100.5% | -46.9% |
| YTD | -51.4% | +68.3% | -119.7% | -59.3% |
| 1Y | -23.4% | +28.5% | -51.9% | -31.3% |
| All | -23.4% | +33.5% | -56.9% | -31.3% |
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