+88.6%
TGT vs OUST
+11.1%
+77.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +15.7% | -10.1% | +5.7% |
| 7D | +9.5% | -0.2% | +9.7% | +9.4% |
| 30D | +6.6% | -24.0% | +30.6% | +6.4% |
| 3M | +11.0% | -29.9% | +40.9% | +10.8% |
| 6M | +29.9% | +19.1% | +10.7% | +25.2% |
| YTD | +71.4% | +55.0% | +16.5% | +59.1% |
| 1Y | +88.6% | +21.2% | +67.4% | +78.7% |
| All | +88.6% | +11.1% | +77.5% | +78.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling