-6.5%
TYL vs OUST
-62.4%
+56.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.1% |
| 7D | -3.7% | +5.2% | -8.9% | -4.0% |
| 30D | +18.7% | -19.3% | +38.0% | +19.9% |
| 3M | +18.1% | -22.6% | +40.8% | +17.9% |
| 6M | -1.1% | +62.8% | -63.9% | -8.0% |
| YTD | -19.8% | +68.3% | -88.2% | -25.8% |
| 1Y | -34.3% | +28.5% | -62.9% | -38.8% |
| 3Y | -8.2% | +554.0% | -562.3% | -33.2% |
| 5Y | -25.4% | -56.2% | +30.8% | -34.6% |
| All | -6.5% | -62.4% | +56.0% | -16.9% |
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 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