-54.0%
TE vs OUST
+41.3%
-95.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.9% | -8.7% | -9.2% |
| 7D | -26.9% | +31.9% | -58.7% | -36.8% |
| 30D | -38.9% | -4.2% | -34.7% | -38.5% |
| 3M | -61.0% | -9.3% | -51.7% | -60.1% |
| 6M | -66.4% | +51.7% | -118.1% | -72.6% |
| YTD | -69.0% | +76.6% | -145.6% | -79.4% |
| 1Y | -54.0% | +48.9% | -102.9% | -65.2% |
| All | -54.0% | +41.3% | -95.3% | -65.2% |
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