-55.1%
OUST vs TAP
+6.9%
-62.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.1% | -6.9% | -9.3% |
| 7D | -5.0% | +7.7% | -12.7% | -3.9% |
| 30D | -32.0% | +14.4% | -46.5% | -30.7% |
| 3M | -32.4% | +2.0% | -34.4% | -31.7% |
| 6M | +6.7% | +2.5% | +4.2% | +8.4% |
| YTD | +41.0% | -6.4% | +47.5% | +43.4% |
| 1Y | +18.0% | -2.3% | +20.3% | +19.0% |
| 3Y | +560.6% | -20.3% | +580.9% | +591.3% |
| 5Y | -55.1% | +6.9% | -62.0% | -53.8% |
| All | -55.1% | +6.9% | -62.0% | -53.8% |
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