-60.2%
OUST vs TW
+122.0%
-182.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.4% | +10.4% | +10.7% |
| 7D | +36.7% | +3.4% | +33.3% | +35.3% |
| 30D | -3.3% | +15.5% | -18.8% | -8.0% |
| 3M | -11.1% | +25.1% | -36.3% | -18.1% |
| 6M | +53.1% | +18.2% | +34.9% | +41.2% |
| YTD | +78.2% | +19.7% | +58.5% | +60.7% |
| 1Y | +50.0% | +18.1% | +31.9% | +36.3% |
| 3Y | +836.2% | +40.5% | +795.6% | +607.1% |
| 5Y | -50.0% | +37.1% | -87.1% | -65.4% |
| All | -60.2% | +122.0% | -182.3% | -76.1% |
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