+365.5%
TSM vs OUST
-64.1%
+429.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +14.0% | -7.7% | +4.3% |
| 7D | -7.6% | +17.0% | -24.6% | -9.7% |
| 30D | -20.5% | -16.5% | -4.0% | -18.8% |
| 3M | -10.0% | -23.7% | +13.7% | -7.3% |
| 6M | -10.1% | +18.4% | -28.4% | -14.7% |
| YTD | +24.5% | +60.8% | -36.3% | +12.3% |
| 1Y | +31.2% | +44.2% | -13.0% | +19.5% |
| 3Y | +322.0% | +668.1% | -346.1% | +179.9% |
| 5Y | +245.3% | -48.8% | +294.1% | +192.2% |
| All | +365.5% | -64.1% | +429.6% | +290.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling