-53.8%
OUST vs TW
+23.1%
-77.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +5.2% | -2.3% | +7.6% | +6.1% |
| 30D | -19.3% | +3.9% | -23.2% | -20.5% |
| 3M | -22.6% | +5.7% | -28.3% | -26.1% |
| 6M | +62.8% | -14.5% | +77.3% | +71.0% |
| YTD | +68.3% | -0.9% | +69.2% | +61.9% |
| 1Y | +28.5% | -13.5% | +42.1% | +33.6% |
| 3Y | +554.0% | +25.0% | +529.1% | +372.7% |
| All | -53.8% | +23.1% | -77.0% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling