-26.6%
TSLQ vs OUST
+16.2%
-42.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1w.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.7% | N/A |
| 7D | -26.6% | +19.9% | -46.5% | N/A |
| All | -26.6% | +16.2% | -42.7% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 1w: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
1w analysis · Full analysis span regression · Available span rolling