-81.0%
TE vs OUST
-49.4%
-31.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.9% | -8.7% | -9.3% |
| 7D | -26.9% | +31.9% | -58.7% | -33.9% |
| 30D | -38.9% | -4.2% | -34.7% | -38.5% |
| 3M | -61.0% | -9.3% | -51.7% | -60.2% |
| 6M | -66.4% | +51.7% | -118.1% | -71.5% |
| YTD | -69.0% | +76.6% | -145.6% | -75.6% |
| 1Y | -54.0% | +48.9% | -102.9% | -61.7% |
| 3Y | +38.0% | +675.3% | -637.3% | -40.7% |
| 5Y | -81.0% | -44.0% | -36.9% | -78.9% |
| All | -81.0% | -49.4% | -31.5% | -78.9% |
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