+17.7%
TGT vs OUST
-65.5%
+83.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.5% | +8.9% | +0.9% |
| 7D | +2.6% | -3.8% | +6.4% | +2.9% |
| 30D | +4.7% | +5.1% | -0.4% | +4.0% |
| 3M | +4.6% | -25.8% | +30.4% | +5.9% |
| 6M | +34.9% | -2.0% | +36.9% | +31.0% |
| YTD | +70.9% | +54.7% | +16.2% | +58.3% |
| 1Y | +84.4% | +48.8% | +35.6% | +70.8% |
| 3Y | +69.1% | +607.8% | -538.7% | +26.6% |
| 5Y | -26.9% | -52.7% | +25.8% | -36.4% |
| All | +17.7% | -65.5% | +83.2% | +2.0% |
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