-78.5%
TE vs OUST
-60.6%
-17.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -22.0% | +14.0% | -35.9% | -25.1% |
| 30D | -33.6% | +2.5% | -36.2% | -34.6% |
| 3M | -61.1% | -15.3% | -45.7% | -59.5% |
| 6M | -64.7% | +42.6% | -107.3% | -68.9% |
| YTD | -68.1% | +76.6% | -144.7% | -74.2% |
| 1Y | -51.7% | +54.1% | -105.8% | -59.3% |
| 3Y | +42.0% | +675.3% | -633.3% | -31.4% |
| 5Y | -80.8% | -45.1% | -35.7% | -86.3% |
| All | -78.5% | -60.6% | -17.9% | -84.3% |
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 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