+4.3%
TYL vs OUST
+537.2%
-532.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.0% | +10.7% | +1.6% |
| 7D | +15.1% | -5.0% | +20.1% | +15.0% |
| 30D | +30.1% | -32.0% | +62.1% | +29.9% |
| 3M | +40.4% | -32.4% | +72.7% | +40.3% |
| 6M | +31.3% | +6.7% | +24.6% | +29.0% |
| YTD | -5.2% | +41.0% | -46.2% | -8.1% |
| 1Y | -6.6% | +18.0% | -24.6% | -9.1% |
| All | +4.3% | +537.2% | -532.9% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling