-77.0%
TE vs OUST
-68.5%
-8.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -9.0% | -7.5% | -13.7% |
| 7D | -20.3% | -5.0% | -15.2% | -19.1% |
| 30D | -40.0% | -32.0% | -8.0% | -32.6% |
| 3M | -58.3% | -32.4% | -26.0% | -53.3% |
| 6M | -57.3% | +6.7% | -64.0% | -59.0% |
| YTD | -65.9% | +41.0% | -106.9% | -70.2% |
| 1Y | -44.3% | +18.0% | -62.2% | -48.8% |
| 3Y | -36.0% | +560.6% | -596.6% | -67.5% |
| 5Y | -80.1% | -55.1% | -25.0% | -84.8% |
| All | -77.0% | -68.5% | -8.5% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling