-97.7%
TSLQ vs OUST
+131.6%
-229.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | -7.3% | +14.0% | -21.3% | -2.1% |
| 30D | -13.2% | +2.5% | -15.8% | -10.0% |
| 3M | -37.6% | -15.3% | -22.3% | -37.5% |
| 6M | -9.3% | +42.6% | -51.9% | +17.3% |
| YTD | -19.1% | +76.6% | -95.7% | +16.6% |
| 1Y | -27.2% | +54.1% | -81.2% | +2.8% |
| 3Y | -97.1% | +675.3% | -772.3% | -91.6% |
| All | -97.7% | +131.6% | -229.4% | -94.0% |
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