+6.6%
TSN vs OUST
-62.4%
+69.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -0.7% |
| 7D | -6.3% | +5.2% | -11.5% | -6.4% |
| 30D | -10.8% | -19.3% | +8.5% | -10.7% |
| 3M | -8.8% | -22.6% | +13.9% | -8.7% |
| 6M | -16.8% | +62.8% | -79.6% | -17.6% |
| YTD | -10.0% | +68.3% | -78.3% | -11.0% |
| 1Y | -5.3% | +28.5% | -33.8% | -6.2% |
| 3Y | +8.5% | +554.0% | -545.5% | +1.4% |
| 5Y | -22.9% | -56.2% | +33.3% | -26.2% |
| All | +6.6% | -62.4% | +69.0% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling