+289.3%
TRV vs OUST
-60.6%
+349.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.4% |
| 7D | +1.4% | +31.9% | -30.5% | +1.2% |
| 30D | +8.7% | -4.2% | +12.9% | +8.7% |
| 3M | +7.1% | -9.3% | +16.3% | +7.1% |
| 6M | +35.5% | +51.7% | -16.2% | +34.6% |
| YTD | +39.7% | +76.6% | -36.9% | +38.4% |
| 1Y | +44.1% | +48.9% | -4.8% | +43.0% |
| 3Y | +148.1% | +675.3% | -527.1% | +141.9% |
| 5Y | +178.6% | -44.0% | +222.6% | +170.0% |
| All | +289.3% | -60.6% | +349.9% | +285.5% |
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