-21.0%
TSLQ vs OUST
+11.1%
-32.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +15.7% | -9.3% | +12.3% |
| 7D | +9.8% | -0.2% | +10.0% | +9.5% |
| 30D | -6.0% | -24.0% | +17.9% | -14.1% |
| 3M | -35.0% | -29.9% | -5.1% | -40.9% |
| 6M | -24.9% | +19.1% | -44.1% | -7.5% |
| YTD | -12.7% | +55.0% | -67.7% | +26.5% |
| 1Y | -21.0% | +21.2% | -42.2% | +6.7% |
| All | -21.0% | +11.1% | -32.1% | +6.7% |
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