+19.4%
TXG vs OUST
+554.0%
-534.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.3% |
| 7D | +1.8% | +5.2% | -3.4% | +0.7% |
| 30D | +32.0% | -19.3% | +51.3% | +36.9% |
| 3M | +87.0% | -22.6% | +109.7% | +89.5% |
| 6M | +180.1% | +62.8% | +117.3% | +133.8% |
| YTD | +284.1% | +68.3% | +215.8% | +215.0% |
| 1Y | +361.7% | +28.5% | +333.1% | +291.8% |
| All | +19.4% | +554.0% | -534.7% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling