-97.6%
TSLQ vs OUST
+131.6%
-229.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -1.1% |
| 7D | +4.7% | +31.9% | -27.2% | +15.3% |
| 30D | -5.6% | -4.2% | -1.4% | -3.9% |
| 3M | -34.6% | -9.3% | -25.3% | -33.1% |
| 6M | -11.4% | +51.7% | -63.0% | +16.8% |
| YTD | -14.1% | +76.6% | -90.7% | +23.8% |
| 1Y | -20.7% | +48.9% | -69.6% | +11.0% |
| 3Y | -96.9% | +675.3% | -772.1% | -91.1% |
| All | -97.6% | +131.6% | -229.2% | -93.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling