-8.6%
OUST vs TPG
+85.9%
-94.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.3% | +6.2% | +5.8% |
| 7D | +12.7% | -2.9% | +15.6% | +15.4% |
| 30D | -13.6% | +5.0% | -18.7% | -18.4% |
| 3M | -8.3% | +24.9% | -33.2% | -26.0% |
| 6M | +85.0% | +21.1% | +63.9% | +52.4% |
| YTD | +73.2% | -17.3% | +90.5% | +99.6% |
| 1Y | +32.5% | -9.8% | +42.3% | +43.2% |
| 3Y | +643.8% | +95.4% | +548.4% | +308.4% |
| All | -8.6% | +85.9% | -94.5% | -50.0% |
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