+9.3%
TYL vs OUST
-60.6%
+69.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.5% | +14.0% | -13.4% | -0.2% |
| 30D | +25.2% | +2.5% | +22.6% | +24.6% |
| 3M | +31.8% | -15.3% | +47.1% | +32.1% |
| 6M | +36.3% | +42.6% | -6.3% | +28.5% |
| YTD | -6.3% | +76.6% | -82.9% | -14.0% |
| 1Y | -9.5% | +54.1% | -63.5% | -16.2% |
| 3Y | +1.6% | +675.3% | -673.6% | -27.3% |
| 5Y | -21.8% | -45.1% | +23.3% | -32.3% |
| All | +9.3% | -60.6% | +69.9% | -3.6% |
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