-45.3%
TE vs OUST
+40.1%
-85.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.5% | +5.5% | +0.9% |
| 7D | -19.1% | -3.8% | -15.3% | -18.0% |
| 30D | -34.1% | +5.1% | -39.2% | -36.5% |
| 3M | -60.1% | -25.8% | -34.3% | -55.2% |
| 6M | -66.0% | -2.0% | -63.9% | -65.8% |
| YTD | -71.4% | +54.7% | -126.1% | -79.2% |
| 1Y | -45.3% | +48.8% | -94.1% | -59.1% |
| All | -45.3% | +40.1% | -85.4% | -59.1% |
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 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