+10.6%
TYL vs OUST
-68.5%
+79.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.0% | +10.7% | +2.1% |
| 7D | +15.1% | -5.0% | +20.1% | +15.3% |
| 30D | +30.1% | -32.0% | +62.1% | +32.3% |
| 3M | +40.4% | -32.4% | +72.7% | +42.4% |
| 6M | +31.3% | +6.7% | +24.6% | +25.7% |
| YTD | -5.2% | +41.0% | -46.2% | -11.9% |
| 1Y | -6.6% | +18.0% | -24.6% | -12.3% |
| 3Y | +3.4% | +560.6% | -557.2% | -25.8% |
| 5Y | -19.3% | -55.1% | +35.8% | -29.4% |
| All | +10.6% | -68.5% | +79.1% | -1.4% |
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