-38.2%
TLT vs OUST
-65.4%
+27.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +15.7% | -14.9% | +0.7% |
| 7D | +1.0% | -0.2% | +1.2% | +0.9% |
| 30D | +6.0% | -24.0% | +30.0% | +6.2% |
| 3M | -0.9% | -29.9% | +29.0% | -0.7% |
| 6M | -2.3% | +19.1% | -21.4% | -2.7% |
| YTD | -3.3% | +55.0% | -58.3% | -4.0% |
| 1Y | -5.6% | +21.2% | -26.8% | -6.1% |
| 3Y | +5.2% | +626.0% | -620.7% | +1.4% |
| 5Y | -33.9% | -51.6% | +17.7% | -35.9% |
| All | -38.2% | -65.4% | +27.2% | -40.2% |
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