-55.8%
OUST vs TAP
+0.6%
-56.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.2% | -11.8% | -8.0% |
| 7D | -3.8% | +1.3% | -5.0% | -3.5% |
| 30D | +5.1% | +5.7% | -0.7% | +6.3% |
| 3M | -25.8% | -1.9% | -23.9% | -25.3% |
| 6M | -2.0% | +0.9% | -3.0% | -0.8% |
| YTD | +54.7% | -9.5% | +64.2% | +56.8% |
| 1Y | +48.8% | -9.0% | +57.8% | +50.5% |
| 3Y | +607.8% | -22.2% | +630.1% | +637.4% |
| All | -55.8% | +0.6% | -56.5% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling