+49.9%
OUST vs TAP
-13.1%
+63.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.6% |
| 7D | +19.9% | -6.3% | +26.2% | +12.7% |
| 30D | +3.6% | +2.7% | +0.9% | +8.9% |
| 3M | -20.6% | -3.7% | -16.9% | -21.2% |
| 6M | +35.1% | -2.0% | +37.1% | +44.4% |
| YTD | +69.1% | -12.3% | +81.5% | +66.3% |
| 1Y | +49.9% | -10.1% | +60.0% | +47.3% |
| All | +49.9% | -13.1% | +63.0% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling