-68.5%
OUST vs TAP
+36.4%
-104.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.1% | -6.9% | -9.2% |
| 7D | -5.0% | +7.7% | -12.7% | -4.1% |
| 30D | -32.0% | +14.4% | -46.5% | -30.9% |
| 3M | -32.4% | +2.0% | -34.4% | -31.8% |
| 6M | +6.7% | +2.5% | +4.2% | +8.1% |
| YTD | +41.0% | -6.4% | +47.5% | +42.9% |
| 1Y | +18.0% | -2.3% | +20.3% | +18.9% |
| 3Y | +560.6% | -20.3% | +580.9% | +582.1% |
| 5Y | -55.1% | +6.9% | -62.0% | -53.7% |
| All | -68.5% | +36.4% | -104.9% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling