-45.3%
TNA vs OUST
-53.0%
+7.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.5% | +7.5% | +1.8% |
| 7D | +3.7% | -3.8% | +7.5% | +5.0% |
| 30D | +4.4% | +5.1% | -0.7% | +1.9% |
| 3M | -26.7% | -25.8% | -0.8% | -20.7% |
| 6M | -12.8% | -2.0% | -10.8% | -19.8% |
| YTD | +22.7% | +54.7% | -32.1% | -6.7% |
| 1Y | +35.7% | +48.8% | -13.1% | +4.4% |
| 3Y | +134.6% | +607.8% | -473.3% | -17.6% |
| All | -45.3% | -53.0% | +7.7% | -49.6% |
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