+57.5%
TNA vs OUST
-60.2%
+117.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +10.8% | -1.2% | +6.1% |
| 7D | +2.3% | +36.7% | -34.4% | -7.7% |
| 30D | +1.4% | -3.3% | +4.7% | +1.6% |
| 3M | -21.1% | -11.1% | -9.9% | -19.6% |
| 6M | -9.4% | +53.1% | -62.4% | -28.6% |
| YTD | +29.6% | +78.2% | -48.6% | -4.7% |
| 1Y | +34.6% | +50.0% | -15.4% | +4.5% |
| 3Y | +155.9% | +836.2% | -680.3% | -14.2% |
| 5Y | -44.2% | -50.0% | +5.8% | -58.3% |
| All | +57.5% | -60.2% | +117.7% | +23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling