+68.5%
TGT vs OUST
+659.3%
-590.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.9% |
| 7D | +2.6% | +19.9% | -17.3% | +1.8% |
| 30D | +6.6% | +3.6% | +3.0% | +6.2% |
| 3M | +5.2% | -20.6% | +25.9% | +5.8% |
| 6M | +35.3% | +35.1% | +0.3% | +29.4% |
| YTD | +70.3% | +69.1% | +1.2% | +59.0% |
| 1Y | +81.2% | +49.9% | +31.2% | +70.1% |
| All | +68.5% | +659.3% | -590.8% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling