+28.5%
OUST vs TW
-15.9%
+44.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +2.0% |
| 7D | +5.2% | -2.3% | +7.6% | +4.2% |
| 30D | -19.3% | +3.9% | -23.2% | -17.9% |
| 3M | -22.6% | +5.7% | -28.3% | -21.4% |
| 6M | +62.8% | -14.5% | +77.3% | +63.7% |
| YTD | +68.3% | -0.9% | +69.2% | +73.8% |
| 1Y | +28.5% | -13.5% | +42.1% | +25.2% |
| All | +28.5% | -15.9% | +44.4% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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