-31.4%
TRMB vs OUST
+42.6%
-74.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.8% | -9.8% | +0.9% |
| 7D | -17.0% | +36.7% | -53.6% | -17.5% |
| 30D | -9.0% | -3.3% | -5.7% | -8.4% |
| 3M | -8.1% | -11.1% | +3.0% | -7.4% |
| 6M | -10.1% | +53.1% | -63.1% | -17.1% |
| YTD | -30.2% | +78.2% | -108.4% | -39.1% |
| All | -31.4% | +42.6% | -74.0% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling