-21.6%
TYL vs OUST
-52.6%
+31.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +15.7% | -11.0% | +3.9% |
| 7D | +17.3% | -0.2% | +17.5% | +17.2% |
| 30D | +28.9% | -24.0% | +52.9% | +30.5% |
| 3M | +35.1% | -29.9% | +65.0% | +36.9% |
| 6M | +29.3% | +19.1% | +10.2% | +22.7% |
| YTD | -6.8% | +55.0% | -61.8% | -14.3% |
| 1Y | -9.9% | +21.2% | -31.1% | -15.7% |
| 3Y | +1.7% | +626.0% | -624.3% | -30.8% |
| 5Y | -21.6% | -51.6% | +30.0% | -18.0% |
| All | -21.6% | -52.6% | +31.0% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling