+181.6%
TRV vs OUST
-48.5%
+230.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.2% | +0.9% |
| 7D | +0.1% | +19.9% | -19.8% | 0.0% |
| 30D | +8.0% | +3.6% | +4.4% | +8.0% |
| 3M | +9.3% | -20.6% | +29.9% | +9.4% |
| 6M | +36.2% | +35.1% | +1.2% | +35.3% |
| YTD | +40.6% | +69.1% | -28.6% | +39.1% |
| 1Y | +43.1% | +49.9% | -6.9% | +41.7% |
| 3Y | +149.6% | +642.4% | -492.8% | +142.7% |
| 5Y | +181.6% | -48.3% | +230.0% | +156.4% |
| All | +181.6% | -48.5% | +230.1% | +156.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling