+412.5%
TSM vs OUST
-60.6%
+473.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +4.4% | +14.0% | -9.5% | +2.5% |
| 30D | -7.0% | +2.5% | -9.5% | -7.7% |
| 3M | -1.8% | -15.3% | +13.5% | -0.4% |
| 6M | +2.7% | +42.6% | -39.9% | -4.8% |
| YTD | +37.1% | +76.6% | -39.5% | +21.9% |
| 1Y | +43.5% | +54.1% | -10.6% | +29.4% |
| 3Y | +341.5% | +675.3% | -333.7% | +192.5% |
| 5Y | +278.9% | -45.1% | +324.0% | +217.1% |
| All | +412.5% | -60.6% | +473.1% | +324.4% |
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 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