+143.5%
TXN vs OUST
-60.6%
+204.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -0.5% | +14.0% | -14.5% | -1.9% |
| 30D | +10.5% | +2.5% | +8.0% | +9.8% |
| 3M | +10.7% | -15.3% | +26.0% | +11.8% |
| 6M | +5.1% | +42.6% | -37.5% | -0.9% |
| YTD | +82.5% | +76.6% | +5.8% | +66.6% |
| 1Y | +98.2% | +54.1% | +44.1% | +82.8% |
| 3Y | +128.4% | +675.3% | -546.9% | +63.6% |
| 5Y | +89.0% | -45.1% | +134.1% | +59.5% |
| All | +143.5% | -60.6% | +204.1% | +110.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling