-53.8%
OUST vs TAP
+2.2%
-56.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | +5.2% | -2.3% | +7.5% | +5.0% |
| 30D | -19.3% | -2.1% | -17.1% | -19.3% |
| 3M | -22.6% | +6.6% | -29.3% | -22.8% |
| 6M | +62.8% | -11.5% | +74.3% | +65.0% |
| YTD | +68.3% | -10.3% | +78.6% | +69.1% |
| 1Y | +28.5% | -14.4% | +42.9% | +30.1% |
| 3Y | +554.0% | -28.3% | +582.3% | +582.9% |
| All | -53.8% | +2.2% | -56.0% | -55.4% |
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 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