+283.9%
TRV vs OUST
-64.1%
+348.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +14.0% | -15.9% | -2.0% |
| 7D | -0.3% | +17.0% | -17.3% | -0.3% |
| 30D | +9.6% | -16.5% | +26.1% | +9.7% |
| 3M | +2.7% | -23.7% | +26.4% | +2.8% |
| 6M | +32.0% | +18.4% | +13.7% | +31.4% |
| YTD | +37.8% | +60.8% | -23.0% | +36.5% |
| 1Y | +45.2% | +44.2% | +1.0% | +44.0% |
| 3Y | +145.3% | +668.1% | -522.8% | +139.3% |
| 5Y | +172.3% | -48.8% | +221.1% | +164.0% |
| All | +283.9% | -64.1% | +348.0% | +280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling