-57.3%
TE vs OUST
+2.5%
-59.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -9.0% | -7.5% | -12.2% |
| 7D | -20.3% | -5.0% | -15.2% | -18.5% |
| 30D | -40.0% | -32.0% | -8.0% | -28.6% |
| 3M | -58.3% | -32.4% | -26.0% | -50.8% |
| 6M | -57.3% | +6.7% | -64.0% | -50.4% |
| All | -57.3% | +2.5% | -59.8% | -50.4% |
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