+28.3%
TRMB vs OUST
+537.2%
-508.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.0% | +7.9% | -0.5% |
| 7D | -17.9% | -5.0% | -12.9% | -17.8% |
| 30D | -12.0% | -32.0% | +20.0% | -9.8% |
| 3M | -8.4% | -32.4% | +23.9% | -6.5% |
| 6M | -21.5% | +6.7% | -28.3% | -25.4% |
| YTD | -31.5% | +41.0% | -72.6% | -37.3% |
| 1Y | -33.4% | +18.0% | -51.4% | -38.2% |
| All | +28.3% | +537.2% | -508.9% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling