+229.4%
TD vs OUST
-64.1%
+293.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +14.0% | -14.6% | -1.3% |
| 7D | -1.7% | +17.0% | -18.7% | -2.6% |
| 30D | +8.2% | -16.5% | +24.7% | +8.9% |
| 3M | +1.7% | -23.7% | +25.4% | +2.7% |
| 6M | +14.2% | +18.4% | -4.1% | +11.3% |
| YTD | +32.8% | +60.8% | -28.0% | +26.7% |
| 1Y | +55.5% | +44.2% | +11.3% | +48.9% |
| 3Y | +129.6% | +668.1% | -538.5% | +90.7% |
| 5Y | +102.2% | -48.8% | +151.0% | +81.0% |
| All | +229.4% | -64.1% | +293.5% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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