-51.3%
OUST vs TMF
-88.0%
+36.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.2% | +14.2% | +14.0% |
| 7D | +17.0% | +1.2% | +15.8% | +16.8% |
| 30D | -16.5% | +19.7% | -36.2% | -18.4% |
| 3M | -23.7% | -2.1% | -21.6% | -23.6% |
| 6M | +18.4% | -13.4% | +31.8% | +20.2% |
| YTD | +60.8% | -16.7% | +77.5% | +63.7% |
| 1Y | +44.2% | -23.3% | +67.5% | +48.2% |
| 3Y | +668.1% | -24.8% | +692.9% | +664.9% |
| All | -51.3% | -88.0% | +36.7% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling