+1,870.9%
TRGP vs OUST
-60.6%
+1,931.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +2.4% | +14.0% | -11.6% | +1.7% |
| 30D | +0.8% | +2.5% | -1.7% | +0.4% |
| 3M | +10.4% | -15.3% | +25.7% | +10.7% |
| 6M | +16.3% | +42.6% | -26.4% | +11.2% |
| YTD | +61.1% | +76.6% | -15.5% | +50.9% |
| 1Y | +71.6% | +54.1% | +17.6% | +61.7% |
| 3Y | +267.5% | +675.3% | -407.8% | +189.7% |
| 5Y | +488.1% | -45.1% | +533.2% | +455.2% |
| All | +1,870.9% | -60.6% | +1,931.5% | +1,829.1% |
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 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