-65.5%
OUST vs TAP
+31.9%
-97.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.2% | -11.8% | -8.1% |
| 7D | -3.8% | +1.3% | -5.0% | -3.6% |
| 30D | +5.1% | +5.7% | -0.7% | +6.0% |
| 3M | -25.8% | -1.9% | -23.9% | -25.4% |
| 6M | -2.0% | +0.9% | -3.0% | -1.1% |
| YTD | +54.7% | -9.5% | +64.2% | +56.3% |
| 1Y | +48.8% | -9.0% | +57.8% | +50.2% |
| 3Y | +607.8% | -22.2% | +630.1% | +628.5% |
| 5Y | -52.7% | +1.2% | -53.9% | -51.4% |
| All | -65.5% | +31.9% | -97.4% | -64.4% |
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