+24.5%
OUST vs TPG
-16.8%
+41.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.3% | +0.4% |
| 7D | -1.7% | -11.8% | +10.2% | +8.4% |
| 30D | -21.9% | -6.3% | -15.7% | -19.2% |
| 3M | -8.2% | +13.6% | -21.8% | -19.5% |
| 6M | +57.5% | +13.8% | +43.7% | +36.2% |
| YTD | +62.8% | -23.7% | +86.5% | +115.1% |
| 1Y | +24.5% | -18.2% | +42.7% | +52.4% |
| All | +24.5% | -16.8% | +41.3% | +52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling