+42.8%
TSM vs OUST
+40.1%
+2.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.5% | +6.9% | +0.2% |
| 7D | +6.2% | -3.8% | +10.0% | +6.9% |
| 30D | -7.3% | +5.1% | -12.3% | -8.7% |
| 3M | -7.1% | -25.8% | +18.7% | -2.7% |
| 6M | +0.2% | -2.0% | +2.3% | -2.5% |
| YTD | +32.2% | +54.7% | -22.5% | +13.4% |
| 1Y | +42.8% | +48.8% | -6.0% | +22.8% |
| All | +42.8% | +40.1% | +2.6% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling