+660.9%
TPR vs OUST
-65.4%
+726.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +15.7% | -12.2% | +1.9% |
| 7D | +12.6% | -0.2% | +12.9% | +12.5% |
| 30D | +7.1% | -24.0% | +31.1% | +9.8% |
| 3M | -19.4% | -29.9% | +10.5% | -17.1% |
| 6M | -9.7% | +19.1% | -28.9% | -15.5% |
| YTD | -1.0% | +55.0% | -56.0% | -11.4% |
| 1Y | +19.3% | +21.2% | -1.9% | +9.6% |
| 3Y | +379.0% | +626.0% | -247.0% | +217.7% |
| 5Y | +239.1% | -51.6% | +290.7% | +192.4% |
| All | +660.9% | -65.4% | +726.3% | +575.2% |
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