-11.1%
OUST vs TPG
+92.2%
-103.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.6% |
| 7D | +5.2% | -2.4% | +7.7% | +7.5% |
| 30D | -19.3% | +11.1% | -30.3% | -27.3% |
| 3M | -22.6% | +26.3% | -48.9% | -37.8% |
| 6M | +62.8% | +18.3% | +44.4% | +37.4% |
| YTD | +68.3% | -14.4% | +82.8% | +88.8% |
| 1Y | +28.5% | -6.7% | +35.3% | +35.2% |
| 3Y | +554.0% | +111.5% | +442.6% | +235.8% |
| All | -11.1% | +92.2% | -103.4% | -52.7% |
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