-65.4%
OUST vs TMF
-90.3%
+24.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +2.5% | +13.3% | +15.5% |
| 7D | -0.2% | +4.0% | -4.2% | -0.6% |
| 30D | -24.0% | +19.5% | -43.4% | -25.4% |
| 3M | -29.9% | -3.5% | -26.4% | -29.7% |
| 6M | +19.1% | -10.6% | +29.7% | +20.3% |
| YTD | +55.0% | -17.1% | +72.1% | +57.4% |
| 1Y | +21.2% | -24.3% | +45.4% | +24.1% |
| 3Y | +626.0% | -27.2% | +653.2% | +627.9% |
| 5Y | -51.6% | -87.6% | +36.0% | -49.9% |
| All | -65.4% | -90.3% | +24.9% | -64.8% |
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