+132.5%
TXN vs OUST
-60.2%
+192.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +10.8% | -4.2% | +5.5% |
| 7D | -2.1% | +36.7% | -38.8% | -5.4% |
| 30D | +4.7% | -3.3% | +8.1% | +4.7% |
| 3M | +3.9% | -11.1% | +15.0% | +4.4% |
| 6M | +3.8% | +53.1% | -49.3% | -2.8% |
| YTD | +74.2% | +78.2% | -4.1% | +58.8% |
| 1Y | +88.2% | +50.0% | +38.2% | +74.0% |
| 3Y | +124.0% | +836.2% | -712.2% | +57.2% |
| 5Y | +78.4% | -50.0% | +128.3% | +51.2% |
| All | +132.5% | -60.2% | +192.7% | +100.8% |
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