-18.3%
OUST vs TPG
+78.3%
-96.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.3% | -8.8% | -8.8% |
| 7D | -3.8% | +5.0% | -8.8% | -7.5% |
| 30D | +5.1% | +15.7% | -10.6% | -8.0% |
| 3M | -25.8% | -10.6% | -15.2% | -19.6% |
| 6M | -2.0% | +15.9% | -18.0% | -15.9% |
| YTD | +54.7% | -20.6% | +75.3% | +83.0% |
| 1Y | +48.8% | -11.8% | +60.6% | +60.0% |
| 3Y | +607.8% | +71.6% | +536.3% | +329.3% |
| All | -18.3% | +78.3% | -96.7% | -54.2% |
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