-24.9%
TSLL vs OUST
+537.2%
-562.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -9.0% | -12.9% | -18.6% |
| 7D | -28.9% | -5.0% | -23.8% | -27.9% |
| 30D | -21.4% | -32.0% | +10.6% | -10.4% |
| 3M | +5.0% | -32.4% | +37.3% | +18.6% |
| 6M | -36.6% | +6.7% | -43.3% | -41.5% |
| YTD | -56.6% | +41.0% | -97.7% | -64.7% |
| 1Y | -60.9% | +18.0% | -78.8% | -66.4% |
| All | -24.9% | +537.2% | -562.0% | -66.1% |
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