-47.3%
TE vs OUST
-56.2%
+8.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.8% |
| 7D | -4.0% | +5.2% | -9.2% | -5.5% |
| 30D | -15.9% | -19.3% | +3.4% | -10.0% |
| 3M | -60.5% | -22.6% | -37.9% | -57.5% |
| 6M | -35.2% | +62.8% | -98.0% | -46.7% |
| YTD | -31.1% | +68.3% | -99.5% | -44.2% |
| 1Y | +148.6% | +28.5% | +120.1% | +112.6% |
| 3Y | -26.4% | +554.0% | -580.4% | -66.9% |
| All | -47.3% | -56.2% | +8.9% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling