-62.6%
OUST vs TDY
+81.1%
-143.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -1.6% |
| 7D | +4.0% | -1.8% | +5.9% | +6.2% |
| 30D | -14.0% | -13.8% | -0.2% | +1.3% |
| 3M | -5.9% | -3.9% | -2.0% | +1.6% |
| 6M | +76.4% | -9.0% | +85.3% | +102.5% |
| YTD | +67.5% | +16.5% | +50.9% | +51.7% |
| 1Y | +27.1% | +9.3% | +17.8% | +24.1% |
| 3Y | +619.0% | +45.1% | +573.9% | +452.6% |
| 5Y | -54.9% | +35.0% | -89.9% | -64.3% |
| All | -62.6% | +81.1% | -143.8% | -71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling