-62.4%
OUST vs TDY
+85.8%
-148.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.2% |
| 7D | +5.2% | -1.8% | +7.0% | +7.3% |
| 30D | -19.3% | -10.7% | -8.6% | -8.4% |
| 3M | -22.6% | -1.3% | -21.4% | -18.6% |
| 6M | +62.8% | -10.6% | +73.3% | +89.7% |
| YTD | +68.3% | +19.6% | +48.8% | +48.4% |
| 1Y | +28.5% | +11.6% | +16.9% | +22.5% |
| 3Y | +554.0% | +45.2% | +508.8% | +399.1% |
| 5Y | -56.2% | +36.1% | -92.3% | -66.0% |
| All | -62.4% | +85.8% | -148.3% | -72.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling