-44.5%
TOST vs OUST
-54.2%
+9.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +14.0% | -15.4% | -3.9% |
| 7D | +9.4% | +17.0% | -7.6% | +5.9% |
| 30D | +13.5% | -16.5% | +30.0% | +16.1% |
| 3M | -0.1% | -23.7% | +23.5% | +2.7% |
| 6M | +22.5% | +18.4% | +4.1% | +7.6% |
| YTD | -2.4% | +60.8% | -63.2% | -21.3% |
| 1Y | -4.7% | +44.2% | -48.9% | -21.9% |
| 3Y | +103.2% | +668.1% | -564.9% | -13.0% |
| 5Y | -41.2% | -48.8% | +7.6% | -24.4% |
| All | -44.5% | -54.2% | +9.7% | -24.0% |
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