-52.1%
OUST vs TDY
+36.7%
-88.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +4.0% |
| 7D | +12.7% | -0.9% | +13.6% | +13.9% |
| 30D | -13.6% | -12.5% | -1.1% | +2.4% |
| 3M | -8.3% | -1.2% | -7.1% | -3.4% |
| 6M | +85.0% | -6.6% | +91.5% | +109.6% |
| YTD | +73.2% | +18.5% | +54.8% | +50.1% |
| 1Y | +32.5% | +10.8% | +21.7% | +25.5% |
| 3Y | +643.8% | +47.5% | +596.3% | +421.7% |
| 5Y | -52.1% | +35.8% | -87.9% | -66.4% |
| All | -52.1% | +36.7% | -88.8% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling