-59.8%
TXG vs OUST
-60.6%
+0.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -8.1% | +14.0% | -22.1% | -10.8% |
| 30D | -17.5% | +2.5% | -20.0% | -18.0% |
| 3M | +6.1% | -15.3% | +21.4% | +9.3% |
| 6M | +202.7% | +42.6% | +160.1% | +160.5% |
| YTD | +280.4% | +76.6% | +203.8% | +203.2% |
| 1Y | +274.0% | +54.1% | +220.0% | +206.0% |
| 3Y | +74.9% | +675.3% | -600.4% | -21.7% |
| 5Y | -63.0% | -45.1% | -18.0% | -73.3% |
| All | -59.8% | -60.6% | +0.8% | -67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling