-66.0%
TXG vs OUST
-49.1%
-17.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +14.0% | -11.9% | -1.4% |
| 7D | -15.4% | +17.0% | -32.4% | -18.7% |
| 30D | -22.1% | -16.5% | -5.6% | -18.7% |
| 3M | +30.0% | -23.7% | +53.7% | +37.0% |
| 6M | +160.7% | +18.4% | +142.3% | +131.2% |
| YTD | +263.5% | +60.8% | +202.7% | +191.7% |
| 1Y | +356.0% | +44.2% | +311.8% | +274.3% |
| 3Y | +53.4% | +668.1% | -614.7% | -37.3% |
| All | -66.0% | -49.1% | -17.0% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling