-37.9%
TLT vs OUST
-62.4%
+24.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.2% |
| 7D | -0.4% | +5.2% | -5.7% | -0.5% |
| 30D | -0.6% | -19.3% | +18.7% | -0.4% |
| 3M | -2.7% | -22.6% | +19.9% | -2.7% |
| 6M | -5.6% | +62.8% | -68.4% | -6.2% |
| YTD | -2.8% | +68.3% | -71.1% | -3.5% |
| 1Y | -1.4% | +28.5% | -30.0% | -2.1% |
| 3Y | -1.6% | +554.0% | -555.6% | -5.1% |
| 5Y | -33.8% | -56.2% | +22.4% | -35.8% |
| All | -37.9% | -62.4% | +24.5% | -39.9% |
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