+409.5%
TRGP vs OUST
-49.1%
+458.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +14.0% | -16.7% | -3.2% |
| 7D | -16.0% | +17.0% | -33.0% | -16.6% |
| 30D | -6.4% | -16.5% | +10.1% | -5.9% |
| 3M | -1.0% | -23.7% | +22.7% | -0.3% |
| 6M | +7.0% | +18.4% | -11.4% | +3.7% |
| YTD | +46.1% | +60.8% | -14.7% | +38.2% |
| 1Y | +58.7% | +44.2% | +14.5% | +50.8% |
| 3Y | +221.9% | +668.1% | -446.2% | +159.1% |
| All | +409.5% | -49.1% | +458.6% | +400.7% |
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