-43.8%
TOST vs OUST
-59.8%
+16.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.0% | +8.4% | +1.0% |
| 7D | +11.6% | -5.0% | +16.7% | +12.3% |
| 30D | +16.2% | -32.0% | +48.3% | +23.6% |
| 3M | +1.0% | -32.4% | +33.4% | +6.5% |
| 6M | +23.2% | +6.7% | +16.5% | +10.4% |
| YTD | -1.0% | +41.0% | -42.0% | -18.1% |
| 1Y | -9.9% | +18.0% | -27.9% | -23.0% |
| 3Y | +101.0% | +560.6% | -459.6% | -11.2% |
| 5Y | -40.4% | -55.1% | +14.7% | -21.3% |
| All | -43.8% | -59.8% | +16.1% | -20.8% |
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