+708.0%
OUST vs TDY
+70.2%
+637.8%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -1.0% |
| 7D | +14.0% | +3.0% | +10.9% | +10.3% |
| 30D | +2.5% | +6.1% | -3.6% | -5.9% |
| 3M | -15.3% | -4.5% | -10.8% | -9.5% |
| 6M | +42.6% | +2.9% | +39.7% | +41.9% |
| YTD | +76.6% | +27.5% | +49.1% | +38.6% |
| 1Y | +54.1% | +26.5% | +27.6% | +22.7% |
| All | +708.0% | +70.2% | +637.8% | +268.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling