+668.1%
OUST vs TMF
-25.3%
+693.4%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.2% | +14.2% | +14.0% |
| 7D | +17.0% | +1.2% | +15.8% | +16.9% |
| 30D | -16.5% | +19.7% | -36.2% | -17.3% |
| 3M | -23.7% | -2.1% | -21.6% | -23.5% |
| 6M | +18.4% | -13.4% | +31.8% | +19.3% |
| YTD | +60.8% | -16.7% | +77.5% | +62.0% |
| 1Y | +44.2% | -23.3% | +67.5% | +45.6% |
| 3Y | +668.1% | -24.8% | +692.9% | +631.0% |
| All | +668.1% | -25.3% | +693.4% | +631.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling