+296.9%
TSM vs OUST
+537.2%
-240.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -9.0% | -1.8% | -9.4% |
| 7D | -18.2% | -5.0% | -13.2% | -17.7% |
| 30D | -26.8% | -32.0% | +5.3% | -22.8% |
| 3M | -14.5% | -32.4% | +17.9% | -10.2% |
| 6M | -10.0% | +6.7% | -16.7% | -13.1% |
| YTD | +17.1% | +41.0% | -23.9% | +8.0% |
| 1Y | +21.5% | +18.0% | +3.5% | +14.1% |
| All | +296.9% | +537.2% | -240.3% | +180.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling