-97.0%
TSLQ vs OUST
+85.0%
-182.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.8% | -9.0% | +30.8% | +19.1% |
| 7D | +32.9% | -5.0% | +37.9% | +31.6% |
| 30D | +15.4% | -32.0% | +47.4% | +5.2% |
| 3M | -23.7% | -32.4% | +8.7% | -29.2% |
| 6M | -10.1% | +6.7% | -16.8% | +6.2% |
| YTD | +6.3% | +41.0% | -34.7% | +41.9% |
| 1Y | +4.6% | +18.0% | -13.4% | +35.4% |
| 3Y | -96.0% | +560.6% | -656.6% | -89.4% |
| All | -97.0% | +85.0% | -182.0% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling