-20.1%
TSLQ vs OUST
+42.6%
-62.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +10.8% | -21.9% | -6.7% |
| 7D | +8.5% | +36.7% | -28.2% | +25.2% |
| 30D | -4.8% | -3.3% | -1.4% | -2.5% |
| 3M | -34.9% | -11.1% | -23.7% | -33.7% |
| 6M | -10.6% | +53.1% | -63.7% | +24.5% |
| YTD | -13.4% | +78.2% | -91.6% | +40.3% |
| All | -20.1% | +42.6% | -62.7% | +24.3% |
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