-97.0%
TSLQ vs OUST
+120.8%
-217.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.7% | +10.3% | +12.5% |
| 7D | -5.8% | +5.2% | -11.0% | -4.3% |
| 30D | -22.1% | -19.3% | -2.8% | -26.2% |
| 3M | +10.1% | -22.6% | +32.7% | +13.2% |
| 6M | -6.8% | +62.8% | -69.5% | +23.3% |
| YTD | +8.5% | +68.3% | -59.8% | +47.8% |
| 1Y | -49.7% | +28.5% | -78.3% | -33.2% |
| 3Y | -95.6% | +554.0% | -649.7% | -88.3% |
| All | -97.0% | +120.8% | -217.8% | -92.4% |
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