+625.6%
TRGP vs OUST
-56.2%
+681.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | +0.8% | +5.2% | -4.5% | +0.5% |
| 30D | +11.5% | -19.3% | +30.8% | +12.4% |
| 3M | +9.0% | -22.6% | +31.6% | +9.0% |
| 6M | +20.5% | +62.8% | -42.3% | +14.7% |
| YTD | +59.5% | +68.3% | -8.8% | +51.0% |
| 1Y | +77.9% | +28.5% | +49.4% | +69.6% |
| 3Y | +253.6% | +554.0% | -300.5% | +187.0% |
| All | +625.6% | -56.2% | +681.8% | +671.5% |
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