-13.8%
OUST vs TPG
+74.1%
-88.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -1.1% |
| 7D | -3.0% | -9.4% | +6.4% | +5.4% |
| 30D | -23.4% | -5.3% | -18.1% | -21.0% |
| 3M | -10.8% | +12.9% | -23.7% | -21.1% |
| 6M | +42.7% | +20.1% | +22.7% | +18.8% |
| YTD | +63.3% | -22.5% | +85.8% | +98.9% |
| 1Y | +15.0% | -19.7% | +34.7% | +37.2% |
| 3Y | +610.9% | +81.2% | +529.7% | +316.2% |
| All | -13.8% | +74.1% | -88.0% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling