+77.3%
TXG vs OUST
+729.1%
-651.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -3.7% | +31.9% | -35.5% | -9.4% |
| 30D | -22.0% | -4.2% | -17.8% | -21.4% |
| 3M | +7.4% | -9.3% | +16.7% | +8.5% |
| 6M | +191.2% | +51.7% | +139.5% | +150.3% |
| YTD | +285.7% | +76.6% | +209.0% | +213.5% |
| 1Y | +268.3% | +48.9% | +219.4% | +208.8% |
| 3Y | +77.3% | +675.3% | -598.0% | -15.7% |
| All | +77.3% | +729.1% | -651.8% | -15.7% |
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 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