+577.1%
OUST vs TW
+26.0%
+551.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.8% |
| 7D | +5.2% | -2.3% | +7.6% | +5.0% |
| 30D | -19.3% | +3.9% | -23.2% | -18.9% |
| 3M | -22.6% | +5.7% | -28.3% | -22.6% |
| 6M | +62.8% | -14.5% | +77.3% | +65.3% |
| YTD | +68.3% | -0.9% | +69.2% | +68.9% |
| 1Y | +28.5% | -13.5% | +42.1% | +31.2% |
| All | +577.1% | +26.0% | +551.1% | +589.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling