+148.6%
TE vs OUST
+33.5%
+115.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.6% |
| 7D | -4.0% | +5.2% | -9.2% | -6.0% |
| 30D | -15.9% | -19.3% | +3.4% | -8.5% |
| 3M | -60.5% | -22.6% | -37.9% | -56.9% |
| 6M | -35.2% | +62.8% | -98.0% | -46.6% |
| YTD | -31.1% | +68.3% | -99.5% | -45.4% |
| 1Y | +148.6% | +28.5% | +120.1% | +123.3% |
| All | +148.6% | +33.5% | +115.2% | +123.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling