-34.5%
TLT vs OUST
-53.0%
+18.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.5% | +8.1% | -0.4% |
| 7D | -3.1% | -3.8% | +0.7% | -3.1% |
| 30D | +1.0% | +5.1% | -4.0% | +1.0% |
| 3M | -2.7% | -25.8% | +23.1% | -2.6% |
| 6M | -4.1% | -2.0% | -2.1% | -4.4% |
| YTD | -5.4% | +54.7% | -60.1% | -6.1% |
| 1Y | -7.0% | +48.8% | -55.8% | -7.7% |
| 3Y | +2.8% | +607.8% | -605.0% | -1.7% |
| All | -34.5% | -53.0% | +18.5% | -36.0% |
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