-49.1%
TSLL vs OUST
+92.8%
-141.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +15.7% | -22.1% | -11.4% |
| 7D | -9.4% | -0.2% | -9.2% | -10.3% |
| 30D | +1.6% | -24.0% | +25.5% | +9.6% |
| 3M | +29.4% | -29.9% | +59.3% | +42.1% |
| 6M | -20.1% | +19.1% | -39.3% | -28.6% |
| YTD | -44.5% | +55.0% | -99.5% | -55.4% |
| 1Y | -46.0% | +21.2% | -67.2% | -53.5% |
| 3Y | -4.3% | +626.0% | -630.2% | -58.3% |
| All | -49.1% | +92.8% | -141.9% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling