-62.4%
OUST vs TMF
-90.2%
+27.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +5.2% | -1.4% | +6.7% | +5.4% |
| 30D | -19.3% | -2.8% | -16.4% | -19.1% |
| 3M | -22.6% | -10.9% | -11.7% | -21.8% |
| 6M | +62.8% | -21.3% | +84.1% | +66.3% |
| YTD | +68.3% | -15.9% | +84.2% | +70.8% |
| 1Y | +28.5% | -15.7% | +44.3% | +30.1% |
| 3Y | +554.0% | -43.4% | +597.4% | +570.4% |
| 5Y | -56.2% | -87.8% | +31.5% | -54.7% |
| All | -62.4% | -90.2% | +27.8% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling