-64.1%
OUST vs TAP
+30.2%
-94.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -4.5% | +18.5% | +13.5% |
| 7D | +17.0% | +0.5% | +16.5% | +17.2% |
| 30D | -16.5% | +9.1% | -25.6% | -15.5% |
| 3M | -23.7% | -3.8% | -19.9% | -23.5% |
| 6M | +18.4% | -3.4% | +21.8% | +19.4% |
| YTD | +60.8% | -10.6% | +71.4% | +62.1% |
| 1Y | +44.2% | -4.4% | +48.6% | +44.3% |
| 3Y | +668.1% | -24.4% | +692.5% | +689.6% |
| 5Y | -48.8% | +2.1% | -50.9% | -47.4% |
| All | -64.1% | +30.2% | -94.4% | -63.0% |
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