+92.2%
TXN vs OUST
+50.6%
+41.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | -3.8% | +31.9% | -35.7% | -7.9% |
| 30D | +6.4% | -4.2% | +10.6% | +6.4% |
| 3M | +7.7% | -9.3% | +17.0% | +8.0% |
| 6M | +5.5% | +51.7% | -46.2% | -0.4% |
| YTD | +77.0% | +76.6% | +0.4% | +63.5% |
| All | +92.2% | +50.6% | +41.7% | +81.2% |
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