+99.7%
TXN vs OUST
+11.1%
+88.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +15.7% | -16.1% | -2.5% |
| 7D | +1.0% | -0.2% | +1.2% | +0.9% |
| 30D | +6.1% | -24.0% | +30.1% | +9.7% |
| 3M | +10.4% | -29.9% | +40.2% | +14.8% |
| 6M | +12.6% | +19.1% | -6.6% | +9.5% |
| YTD | +83.5% | +55.0% | +28.5% | +73.9% |
| 1Y | +99.7% | +21.2% | +78.6% | +97.0% |
| All | +99.7% | +11.1% | +88.7% | +97.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling