-41.3%
TOST vs OUST
-52.6%
+11.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +15.7% | -10.2% | +2.7% |
| 7D | +10.7% | -0.2% | +10.9% | +10.5% |
| 30D | +17.7% | -24.0% | +41.7% | +22.6% |
| 3M | +4.6% | -29.9% | +34.5% | +9.5% |
| 6M | +20.3% | +19.1% | +1.1% | +6.0% |
| YTD | -0.4% | +55.0% | -55.4% | -18.5% |
| 1Y | -0.8% | +21.2% | -21.9% | -15.2% |
| 3Y | +102.2% | +626.0% | -523.7% | -9.8% |
| 5Y | -41.3% | -51.6% | +10.3% | -27.1% |
| All | -41.3% | -52.6% | +11.3% | -27.1% |
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