-62.3%
OUST vs TDY
+97.1%
-159.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.6% |
| 7D | +19.9% | +9.4% | +10.5% | +9.5% |
| 30D | +3.6% | +5.9% | -2.4% | -2.8% |
| 3M | -20.6% | -5.7% | -15.0% | -14.9% |
| 6M | +35.1% | +2.4% | +32.6% | +35.9% |
| YTD | +69.1% | +26.8% | +42.3% | +40.2% |
| 1Y | +49.9% | +24.7% | +25.3% | +26.9% |
| 3Y | +642.4% | +69.2% | +573.2% | +390.1% |
| 5Y | -48.3% | +45.7% | -94.0% | -62.4% |
| All | -62.3% | +97.1% | -159.3% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling