+107.3%
TOST vs OUST
+600.2%
-492.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +15.7% | -10.2% | +3.7% |
| 7D | +10.7% | -0.2% | +10.9% | +10.6% |
| 30D | +17.7% | -24.0% | +41.7% | +20.8% |
| 3M | +4.6% | -29.9% | +34.5% | +7.7% |
| 6M | +20.3% | +19.1% | +1.1% | +10.6% |
| YTD | -0.4% | +55.0% | -55.4% | -13.1% |
| 1Y | -0.8% | +21.2% | -21.9% | -10.7% |
| All | +107.3% | +600.2% | -492.9% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling