-60.6%
OUST vs TAP
+29.1%
-89.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +31.9% | -4.5% | +36.4% | +31.2% |
| 30D | -4.2% | +7.5% | -11.7% | -3.3% |
| 3M | -9.3% | -4.9% | -4.4% | -9.2% |
| 6M | +51.7% | -3.5% | +55.2% | +52.8% |
| YTD | +76.6% | -11.4% | +88.0% | +77.9% |
| 1Y | +48.9% | -10.8% | +59.7% | +49.7% |
| 3Y | +675.3% | -24.5% | +699.7% | +695.8% |
| 5Y | -44.0% | +2.5% | -46.5% | -42.6% |
| All | -60.6% | +29.1% | -89.7% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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