+1,736.1%
TRGP vs OUST
-68.5%
+1,804.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.0% | +4.4% | -4.2% |
| 7D | -12.6% | -5.0% | -7.6% | -12.5% |
| 30D | -4.5% | -32.0% | +27.6% | -2.9% |
| 3M | +4.9% | -32.4% | +37.3% | +6.5% |
| 6M | +5.6% | +6.7% | -1.1% | +2.5% |
| YTD | +50.1% | +41.0% | +9.1% | +42.2% |
| 1Y | +70.2% | +18.0% | +52.3% | +62.7% |
| 3Y | +228.5% | +560.6% | -332.1% | +160.3% |
| 5Y | +434.1% | -55.1% | +489.2% | +408.9% |
| All | +1,736.1% | -68.5% | +1,804.6% | +1,718.3% |
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