+28.5%
OUST vs TDY
+11.8%
+16.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +0.9% |
| 7D | +5.2% | -1.8% | +7.0% | +8.7% |
| 30D | -19.3% | -10.7% | -8.6% | -0.9% |
| 3M | -22.6% | -1.3% | -21.4% | -15.9% |
| 6M | +62.8% | -10.6% | +73.3% | +102.6% |
| YTD | +68.3% | +19.6% | +48.8% | +32.2% |
| 1Y | +28.5% | +11.6% | +16.9% | +14.6% |
| All | +28.5% | +11.8% | +16.8% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling