-6.8%
OUST vs TPG
+80.3%
-87.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.4% |
| 7D | +31.9% | +2.0% | +29.9% | +30.5% |
| 30D | -4.2% | +9.1% | -13.3% | -11.6% |
| 3M | -9.3% | +1.0% | -10.3% | -12.2% |
| 6M | +51.7% | +13.3% | +38.3% | +31.8% |
| YTD | +76.6% | -19.8% | +96.4% | +107.0% |
| 1Y | +48.9% | -6.2% | +55.1% | +51.2% |
| 3Y | +675.3% | +75.4% | +599.9% | +361.2% |
| All | -6.8% | +80.3% | -87.1% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling