-49.0%
TE vs OUST
-61.4%
+12.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.9% | +7.1% | +9.1% |
| 7D | +18.2% | +12.7% | +5.5% | +14.1% |
| 30D | -13.5% | -13.6% | +0.1% | -9.7% |
| 3M | -44.6% | -8.3% | -36.3% | -43.6% |
| 6M | -24.7% | +85.0% | -109.7% | -38.9% |
| YTD | -24.3% | +73.2% | -97.5% | -37.7% |
| 1Y | +155.6% | +32.5% | +123.1% | +121.2% |
| 3Y | -18.3% | +643.8% | -662.1% | -60.2% |
| 5Y | -41.3% | -52.1% | +10.8% | -57.1% |
| All | -49.0% | -61.4% | +12.3% | -62.1% |
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