-20.8%
TGT vs OUST
-56.2%
+35.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | +0.8% | +5.2% | -4.5% | +0.4% |
| 30D | +12.2% | -19.3% | +31.4% | +13.6% |
| 3M | +33.8% | -22.6% | +56.4% | +33.7% |
| 6M | +39.3% | +62.8% | -23.5% | +29.2% |
| YTD | +72.9% | +68.3% | +4.5% | +59.2% |
| 1Y | +84.6% | +28.5% | +56.0% | +71.8% |
| 3Y | +46.2% | +554.0% | -507.8% | +7.3% |
| All | -20.8% | -56.2% | +35.3% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling