-80.8%
TE vs OUST
-65.5%
-15.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.5% | +5.5% | -0.4% |
| 7D | -19.1% | -3.8% | -15.3% | -18.4% |
| 30D | -34.1% | +5.1% | -39.2% | -35.5% |
| 3M | -60.1% | -25.8% | -34.3% | -56.7% |
| 6M | -66.0% | -2.0% | -63.9% | -66.2% |
| YTD | -71.4% | +54.7% | -126.1% | -75.9% |
| 1Y | -45.3% | +48.8% | -94.1% | -53.3% |
| 3Y | +9.1% | +607.8% | -598.7% | -45.5% |
| 5Y | -82.6% | -52.7% | -29.9% | -87.0% |
| All | -80.8% | -65.5% | -15.3% | -85.3% |
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