+43.6%
TNA vs OUST
-64.1%
+107.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +14.0% | -11.2% | -1.7% |
| 7D | -7.0% | +17.0% | -24.0% | -11.8% |
| 30D | -6.4% | -16.5% | +10.1% | -1.8% |
| 3M | -25.7% | -23.7% | -2.0% | -20.6% |
| 6M | -19.7% | +18.4% | -38.1% | -31.5% |
| YTD | +18.3% | +60.8% | -42.5% | -10.2% |
| 1Y | +24.6% | +44.2% | -19.6% | -2.2% |
| 3Y | +112.8% | +668.1% | -555.3% | -23.9% |
| 5Y | -49.5% | -48.8% | -0.7% | -62.5% |
| All | +43.6% | -64.1% | +107.8% | +15.9% |
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