-34.6%
TLT vs OUST
-49.1%
+14.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.0% | -14.0% | -0.1% |
| 7D | +0.1% | +17.0% | -16.9% | 0.0% |
| 30D | +6.2% | -16.5% | +22.7% | +6.3% |
| 3M | -0.3% | -23.7% | +23.3% | -0.2% |
| 6M | -3.4% | +18.4% | -21.7% | -3.8% |
| YTD | -3.1% | +60.8% | -63.9% | -4.0% |
| 1Y | -5.2% | +44.2% | -49.4% | -6.0% |
| 3Y | +6.5% | +668.1% | -661.6% | +1.4% |
| All | -34.6% | -49.1% | +14.5% | -35.3% |
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