-3.8%
TSLL vs OUST
+600.2%
-604.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +15.7% | -22.1% | -12.0% |
| 7D | -9.4% | -0.2% | -9.2% | -10.4% |
| 30D | +1.6% | -24.0% | +25.5% | +10.4% |
| 3M | +29.4% | -29.9% | +59.3% | +43.4% |
| 6M | -20.1% | +19.1% | -39.3% | -29.7% |
| YTD | -44.5% | +55.0% | -99.5% | -56.7% |
| 1Y | -46.0% | +21.2% | -67.2% | -54.5% |
| All | -3.8% | +600.2% | -604.0% | -58.4% |
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