-62.4%
OUST vs TW
+83.9%
-146.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +5.2% | -2.3% | +7.6% | +6.0% |
| 30D | -19.3% | +3.9% | -23.2% | -20.5% |
| 3M | -22.6% | +5.7% | -28.3% | -25.9% |
| 6M | +62.8% | -14.5% | +77.3% | +70.3% |
| YTD | +68.3% | -0.9% | +69.2% | +62.3% |
| 1Y | +28.5% | -13.5% | +42.1% | +33.0% |
| 3Y | +554.0% | +25.0% | +529.1% | +399.7% |
| 5Y | -56.2% | +22.7% | -78.9% | -68.3% |
| All | -62.4% | +83.9% | -146.3% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling