-25.3%
TEAM vs OUST
-60.6%
+35.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | -22.2% | +31.9% | -54.1% | -25.2% |
| 30D | -28.1% | -4.2% | -23.9% | -28.4% |
| 3M | -2.2% | -9.3% | +7.1% | -2.6% |
| 6M | +62.2% | +51.7% | +10.6% | +43.0% |
| YTD | -8.4% | +76.6% | -85.0% | -22.7% |
| 1Y | -6.6% | +48.9% | -55.5% | -19.5% |
| 3Y | -15.7% | +675.3% | -691.0% | -54.3% |
| 5Y | -65.7% | -44.0% | -21.7% | -73.8% |
| All | -25.3% | -60.6% | +35.3% | -39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling