+23.7%
TSN vs OUST
-64.1%
+87.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.7% | -0.8% |
| 7D | +4.6% | +17.0% | -12.4% | +4.5% |
| 30D | +15.4% | -16.5% | +31.9% | +15.5% |
| 3M | +2.9% | -23.7% | +26.6% | +3.0% |
| 6M | -10.8% | +18.4% | -29.2% | -11.3% |
| YTD | +4.5% | +60.8% | -56.3% | +3.3% |
| 1Y | +19.5% | +44.2% | -24.7% | +18.2% |
| 3Y | +42.2% | +668.1% | -625.9% | +32.3% |
| 5Y | -14.2% | -48.8% | +34.6% | -17.8% |
| All | +23.7% | -64.1% | +87.9% | +18.7% |
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 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