+391.5%
TSM vs OUST
-60.6%
+452.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.2% |
| 7D | -2.1% | +31.9% | -33.9% | -6.0% |
| 30D | -12.5% | -4.2% | -8.3% | -12.4% |
| 3M | -5.0% | -9.3% | +4.3% | -4.5% |
| 6M | -3.2% | +51.7% | -54.9% | -11.1% |
| YTD | +31.5% | +76.6% | -45.1% | +16.9% |
| 1Y | +35.7% | +48.9% | -13.2% | +22.9% |
| 3Y | +323.5% | +675.3% | -351.8% | +180.6% |
| 5Y | +263.4% | -44.0% | +307.4% | +203.6% |
| All | +391.5% | -60.6% | +452.1% | +307.1% |
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