-60.6%
OUST vs TW
+124.4%
-185.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | +31.9% | +3.1% | +28.8% | +30.7% |
| 30D | -4.2% | +16.7% | -20.9% | -9.1% |
| 3M | -9.3% | +25.2% | -34.4% | -16.3% |
| 6M | +51.7% | +19.5% | +32.2% | +39.4% |
| YTD | +76.6% | +21.0% | +55.6% | +58.7% |
| 1Y | +48.9% | +19.0% | +29.9% | +35.1% |
| 3Y | +675.3% | +40.7% | +634.6% | +487.2% |
| 5Y | -44.0% | +40.1% | -84.2% | -61.6% |
| All | -60.6% | +124.4% | -185.0% | -76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling