-68.5%
OUST vs TMF
-90.3%
+21.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.6% | -9.6% | -9.1% |
| 7D | -5.0% | +2.7% | -7.8% | -5.3% |
| 30D | -32.0% | +19.3% | -51.4% | -33.3% |
| 3M | -32.4% | -3.7% | -28.7% | -32.2% |
| 6M | +6.7% | -11.3% | +18.0% | +7.8% |
| YTD | +41.0% | -16.6% | +57.6% | +43.1% |
| 1Y | +18.0% | -21.1% | +39.1% | +20.3% |
| 3Y | +560.6% | -26.8% | +587.4% | +562.0% |
| 5Y | -55.1% | -88.0% | +32.9% | -53.6% |
| All | -68.5% | -90.3% | +21.7% | -68.0% |
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 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