+14.7%
TGT vs OUST
-64.1%
+78.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.0% | -13.7% | -0.6% |
| 7D | +2.6% | +17.0% | -14.4% | +1.5% |
| 30D | +5.0% | -16.5% | +21.5% | +5.8% |
| 3M | +8.5% | -23.7% | +32.2% | +9.7% |
| 6M | +23.8% | +18.4% | +5.4% | +18.2% |
| YTD | +66.5% | +60.8% | +5.7% | +53.9% |
| 1Y | +84.9% | +44.2% | +40.7% | +71.8% |
| 3Y | +59.2% | +668.1% | -608.9% | +18.3% |
| 5Y | -27.2% | -48.8% | +21.6% | -36.9% |
| All | +14.7% | -64.1% | +78.8% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling