+41.6%
TXN vs OUST
+33.5%
+8.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.6% |
| 7D | -0.1% | +5.2% | -5.3% | -0.7% |
| 30D | -6.9% | -19.3% | +12.3% | -4.7% |
| 3M | -14.9% | -22.6% | +7.7% | -13.9% |
| 6M | +29.0% | +62.8% | -33.8% | +22.7% |
| YTD | +51.5% | +68.3% | -16.9% | +44.0% |
| 1Y | +41.6% | +28.5% | +13.0% | +34.9% |
| All | +41.6% | +33.5% | +8.1% | +34.9% |
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 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