+668.1%
OUST vs TW
+39.9%
+628.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.1% | +13.9% | +14.0% |
| 7D | +17.0% | +4.2% | +12.8% | +17.8% |
| 30D | -16.5% | +18.9% | -35.4% | -14.2% |
| 3M | -23.7% | +23.8% | -47.4% | -21.0% |
| 6M | +18.4% | +17.0% | +1.3% | +22.5% |
| YTD | +60.8% | +19.2% | +41.6% | +66.5% |
| 1Y | +44.2% | +20.1% | +24.1% | +49.3% |
| 3Y | +668.1% | +40.5% | +627.6% | +850.3% |
| All | +668.1% | +39.9% | +628.2% | +850.3% |
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