+405.4%
TXG vs OUST
+11.1%
+394.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +15.7% | -12.3% | -0.1% |
| 7D | -19.3% | -0.2% | -19.0% | -19.2% |
| 30D | -30.9% | -24.0% | -6.9% | -27.3% |
| 3M | +41.1% | -29.9% | +71.0% | +49.4% |
| 6M | +211.9% | +19.1% | +192.7% | +180.1% |
| YTD | +314.0% | +55.0% | +259.0% | +231.3% |
| 1Y | +405.4% | +21.2% | +384.2% | +349.4% |
| All | +405.4% | +11.1% | +394.3% | +349.4% |
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