-55.2%
TE vs OUST
+31.3%
-86.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +14.0% | -10.5% | -3.1% |
| 7D | -12.6% | +17.0% | -29.6% | -19.3% |
| 30D | -36.7% | -16.5% | -20.2% | -31.7% |
| 3M | -57.5% | -23.7% | -33.8% | -52.8% |
| 6M | -55.2% | +18.4% | -73.6% | -51.0% |
| All | -55.2% | +31.3% | -86.5% | -51.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling