+18.6%
TGT vs OUST
-60.6%
+79.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.5% | +14.0% | -13.5% | -0.5% |
| 30D | +6.7% | +2.5% | +4.1% | +6.1% |
| 3M | +8.4% | -15.3% | +23.7% | +8.9% |
| 6M | +40.7% | +42.6% | -1.9% | +32.7% |
| YTD | +72.2% | +76.6% | -4.4% | +58.2% |
| 1Y | +86.2% | +54.1% | +32.1% | +72.4% |
| 3Y | +68.8% | +675.3% | -606.4% | +25.8% |
| 5Y | -25.2% | -45.1% | +19.9% | -35.5% |
| All | +18.6% | -60.6% | +79.2% | +1.9% |
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 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