+18.0%
OUST vs TMF
-22.6%
+40.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.6% | -9.6% | -9.1% |
| 7D | -5.0% | +2.7% | -7.8% | -5.4% |
| 30D | -32.0% | +19.3% | -51.4% | -34.5% |
| 3M | -32.4% | -3.7% | -28.7% | -30.5% |
| 6M | +6.7% | -11.3% | +18.0% | +10.8% |
| YTD | +41.0% | -16.6% | +57.6% | +43.4% |
| 1Y | +18.0% | -21.1% | +39.1% | +22.5% |
| All | +18.0% | -22.6% | +40.6% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling