-76.9%
TE vs OUST
-60.2%
-16.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.8% | -13.8% | -6.3% |
| 7D | -10.5% | +36.7% | -47.2% | -19.3% |
| 30D | -32.4% | -3.3% | -29.1% | -32.2% |
| 3M | -60.9% | -11.1% | -49.7% | -59.8% |
| 6M | -62.8% | +53.1% | -115.9% | -68.0% |
| YTD | -65.7% | +78.2% | -144.0% | -72.3% |
| 1Y | -39.9% | +50.0% | -89.9% | -49.0% |
| 3Y | +10.6% | +836.2% | -825.5% | -49.7% |
| 5Y | -79.7% | -50.0% | -29.7% | -85.4% |
| All | -76.9% | -60.2% | -16.7% | -83.1% |
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