+641.6%
TPR vs OUST
-62.4%
+704.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -2.3% | +5.2% | -7.5% | -2.9% |
| 30D | -23.0% | -19.3% | -3.7% | -21.4% |
| 3M | -12.5% | -22.6% | +10.2% | -12.3% |
| 6M | -21.4% | +62.8% | -84.2% | -29.0% |
| YTD | -3.5% | +68.3% | -71.9% | -13.7% |
| 1Y | +17.4% | +28.5% | -11.2% | +6.8% |
| 3Y | +291.3% | +554.0% | -262.8% | +164.4% |
| 5Y | +241.9% | -56.2% | +298.1% | +200.0% |
| All | +641.6% | -62.4% | +704.1% | +557.1% |
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 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