+291.7%
TRV vs OUST
-65.5%
+357.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.5% | +8.5% | 0.0% |
| 7D | +2.0% | -3.8% | +5.8% | +2.0% |
| 30D | +6.7% | +5.1% | +1.7% | +6.7% |
| 3M | +9.4% | -25.8% | +35.2% | +9.5% |
| 6M | +37.7% | -2.0% | +39.7% | +37.3% |
| YTD | +40.6% | +54.7% | -14.1% | +39.3% |
| 1Y | +42.4% | +48.8% | -6.4% | +41.2% |
| 3Y | +148.1% | +607.8% | -459.7% | +142.1% |
| 5Y | +181.7% | -52.7% | +234.4% | +173.2% |
| All | +291.7% | -65.5% | +357.2% | +288.0% |
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