-96.4%
TSLQ vs OUST
+626.4%
-722.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +14.0% | -22.4% | -3.4% |
| 7D | +19.7% | +17.0% | +2.7% | +28.0% |
| 30D | +4.1% | -16.5% | +20.6% | +0.6% |
| 3M | -30.9% | -23.7% | -7.2% | -33.8% |
| 6M | -13.6% | +18.4% | -32.0% | +9.6% |
| YTD | -2.6% | +60.8% | -63.4% | +44.9% |
| 1Y | -10.4% | +44.2% | -54.6% | +31.0% |
| 3Y | -96.4% | +668.1% | -764.5% | -88.2% |
| All | -96.4% | +626.4% | -722.8% | -88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling