-10.7%
OUST vs TPG
+77.8%
-88.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.4% | -2.6% |
| 7D | +19.9% | +4.2% | +15.8% | +16.1% |
| 30D | +3.6% | +13.5% | -9.9% | -7.6% |
| 3M | -20.6% | -3.3% | -17.4% | -20.3% |
| 6M | +35.1% | +11.8% | +23.3% | +18.9% |
| YTD | +69.1% | -20.9% | +90.0% | +100.7% |
| 1Y | +49.9% | -13.1% | +63.1% | +63.7% |
| 3Y | +642.4% | +72.9% | +569.5% | +347.1% |
| All | -10.7% | +77.8% | -88.5% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling