-97.3%
TSLQ vs OUST
+110.9%
-208.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +14.0% | -22.4% | -4.3% |
| 7D | +19.7% | +17.0% | +2.7% | +26.6% |
| 30D | +4.1% | -16.5% | +20.6% | +1.3% |
| 3M | -30.9% | -23.7% | -7.2% | -33.2% |
| 6M | -13.6% | +18.4% | -32.0% | +5.8% |
| YTD | -2.6% | +60.8% | -63.4% | +35.8% |
| 1Y | -10.4% | +44.2% | -54.6% | +23.2% |
| 3Y | -96.4% | +668.1% | -764.5% | -89.8% |
| All | -97.3% | +110.9% | -208.2% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling