-55.8%
OUST vs TW
+41.2%
-97.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.8% | -9.4% | -8.8% |
| 7D | -3.8% | +3.9% | -7.7% | -5.0% |
| 30D | +5.1% | +19.9% | -14.9% | -1.3% |
| 3M | -25.8% | +25.9% | -51.8% | -31.7% |
| 6M | -2.0% | +21.1% | -23.2% | -10.3% |
| YTD | +54.7% | +23.9% | +30.8% | +37.5% |
| 1Y | +48.8% | +21.2% | +27.6% | +34.1% |
| 3Y | +607.8% | +44.8% | +563.0% | +406.3% |
| All | -55.8% | +41.2% | -97.1% | -71.1% |
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 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