+8.7%
TYL vs OUST
-65.4%
+74.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +30.4% |
| 3M | +35.1% | -29.9% | +65.0% | +36.8% |
| 6M | +29.3% | +19.1% | +10.2% | +23.1% |
| YTD | -6.8% | +55.0% | -61.8% | -13.8% |
| 1Y | -9.9% | +21.2% | -31.1% | -15.3% |
| 3Y | +1.7% | +626.0% | -624.3% | -27.4% |
| 5Y | -21.6% | -51.6% | +30.0% | -31.7% |
| All | +8.7% | -65.4% | +74.1% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling