-67.2%
TXG vs OUST
-56.2%
-11.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.3% |
| 7D | +1.8% | +5.2% | -3.4% | +0.6% |
| 30D | +32.0% | -19.3% | +51.3% | +37.7% |
| 3M | +87.0% | -22.6% | +109.7% | +89.9% |
| 6M | +180.1% | +62.8% | +117.3% | +128.0% |
| YTD | +284.1% | +68.3% | +215.8% | +206.4% |
| 1Y | +361.7% | +28.5% | +333.1% | +282.8% |
| 3Y | +15.9% | +554.0% | -538.1% | -49.8% |
| All | -67.2% | -56.2% | -11.0% | -72.9% |
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