-38.1%
TLT vs OUST
-68.5%
+30.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.0% | +9.2% | +0.3% |
| 7D | +0.5% | -5.0% | +5.6% | +0.6% |
| 30D | +6.0% | -32.0% | +38.1% | +6.3% |
| 3M | -0.9% | -32.4% | +31.4% | -0.7% |
| 6M | -2.6% | +6.7% | -9.3% | -2.9% |
| YTD | -3.1% | +41.0% | -44.1% | -3.7% |
| 1Y | -4.4% | +18.0% | -22.3% | -4.9% |
| 3Y | +5.5% | +560.6% | -555.1% | +1.7% |
| 5Y | -34.7% | -55.1% | +20.4% | -36.7% |
| All | -38.1% | -68.5% | +30.4% | -40.0% |
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 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