-49.1%
TE vs OUST
+42.6%
-91.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.8% | -13.8% | -8.1% |
| 7D | -10.5% | +36.7% | -47.2% | -24.0% |
| 30D | -32.4% | -3.3% | -29.1% | -32.3% |
| 3M | -60.9% | -11.1% | -49.7% | -59.5% |
| 6M | -62.8% | +53.1% | -115.9% | -69.9% |
| YTD | -65.7% | +78.2% | -144.0% | -77.3% |
| All | -49.1% | +42.6% | -91.7% | -61.7% |
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