-19.2%
TNA vs OUST
-52.5%
+33.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -2.3% |
| 7D | +4.1% | +12.7% | -8.6% | 0.0% |
| 30D | -7.6% | -13.6% | +6.0% | -3.6% |
| 3M | +8.1% | -8.3% | +16.4% | +4.4% |
| 6M | +49.0% | +85.0% | -35.9% | +9.1% |
| YTD | +51.7% | +73.2% | -21.5% | +12.8% |
| 1Y | +59.6% | +32.5% | +27.1% | +26.9% |
| 3Y | +118.9% | +643.8% | -525.0% | -24.0% |
| 5Y | -19.2% | -52.1% | +32.9% | -19.7% |
| All | -19.2% | -52.5% | +33.4% | -19.7% |
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