+11.2%
TRMB vs OUST
+554.0%
-542.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | -2.5% | +5.2% | -7.8% | -2.9% |
| 30D | +1.5% | -19.3% | +20.8% | +3.0% |
| 3M | +6.8% | -22.6% | +29.4% | +6.9% |
| 6M | -14.9% | +62.8% | -77.7% | -22.4% |
| YTD | -24.1% | +68.3% | -92.4% | -31.3% |
| 1Y | -25.4% | +28.5% | -53.9% | -31.4% |
| All | +11.2% | +554.0% | -542.8% | -21.8% |
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