+5.3%
TRMB vs OUST
-64.1%
+69.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.0% | -13.1% | -0.5% |
| 7D | -16.7% | +17.0% | -33.7% | -18.5% |
| 30D | -9.9% | -16.5% | +6.6% | -8.9% |
| 3M | -7.6% | -23.7% | +16.1% | -6.2% |
| 6M | -14.7% | +18.4% | -33.1% | -20.6% |
| YTD | -30.9% | +60.8% | -91.7% | -38.8% |
| 1Y | -31.3% | +44.2% | -75.5% | -38.6% |
| 3Y | +29.4% | +668.1% | -638.7% | -16.9% |
| 5Y | -37.4% | -48.8% | +11.5% | -48.8% |
| All | +5.3% | -64.1% | +69.4% | -9.7% |
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 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