+74.1%
T vs OUST
-62.4%
+136.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -1.9% |
| 7D | -1.3% | +5.2% | -6.5% | -1.2% |
| 30D | +11.4% | -19.3% | +30.6% | +11.2% |
| 3M | +14.3% | -22.6% | +36.9% | +14.3% |
| 6M | -9.3% | +62.8% | -72.0% | -9.3% |
| YTD | +7.1% | +68.3% | -61.2% | +7.1% |
| 1Y | -9.1% | +28.5% | -37.6% | -9.1% |
| 3Y | +105.3% | +554.0% | -448.7% | +100.0% |
| 5Y | +66.8% | -56.2% | +123.0% | +57.4% |
| All | +74.1% | -62.4% | +136.5% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling