-65.5%
OUST vs TMF
-91.2%
+25.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.4% | -7.2% | -8.4% |
| 7D | -3.8% | -9.3% | +5.5% | -2.9% |
| 30D | +5.1% | +1.9% | +3.1% | +4.7% |
| 3M | -25.8% | -11.2% | -14.6% | -25.1% |
| 6M | -2.0% | -17.7% | +15.7% | -0.3% |
| YTD | +54.7% | -24.5% | +79.2% | +58.5% |
| 1Y | +48.8% | -29.4% | +78.2% | +53.4% |
| 3Y | +607.8% | -33.4% | +641.2% | +615.5% |
| 5Y | -52.7% | -88.7% | +36.0% | -50.8% |
| All | -65.5% | -91.2% | +25.7% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling