+273.1%
TSM vs OUST
-56.2%
+329.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.6% |
| 7D | +2.7% | +5.2% | -2.5% | +2.0% |
| 30D | +3.6% | -19.3% | +22.9% | +6.5% |
| 3M | -3.4% | -22.6% | +19.3% | -1.7% |
| 6M | +20.6% | +62.8% | -42.2% | +9.4% |
| YTD | +41.9% | +68.3% | -26.5% | +27.2% |
| 1Y | +84.4% | +28.5% | +55.8% | +68.4% |
| 3Y | +380.2% | +554.0% | -173.8% | +218.3% |
| All | +273.1% | -56.2% | +329.3% | +243.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling