-38.7%
TLT vs OUST
-60.6%
+21.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | -0.3% | +31.9% | -32.2% | -0.5% |
| 30D | +3.7% | -4.2% | +7.9% | +3.7% |
| 3M | -0.7% | -9.3% | +8.6% | -0.7% |
| 6M | -4.2% | +51.7% | -55.9% | -4.8% |
| YTD | -4.0% | +76.6% | -80.6% | -4.7% |
| 1Y | -5.8% | +48.9% | -54.7% | -6.5% |
| 3Y | +4.1% | +675.3% | -671.2% | +0.3% |
| 5Y | -34.8% | -44.0% | +9.2% | -36.9% |
| All | -38.7% | -60.6% | +21.9% | -40.7% |
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