+103.7%
TD vs OUST
-49.4%
+153.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -0.7% | +31.9% | -32.6% | -2.3% |
| 30D | +7.6% | -4.2% | +11.8% | +7.5% |
| 3M | +3.0% | -9.3% | +12.3% | +3.1% |
| 6M | +16.8% | +51.7% | -34.8% | +12.1% |
| YTD | +34.3% | +76.6% | -42.3% | +27.0% |
| 1Y | +56.0% | +48.9% | +7.1% | +48.5% |
| 3Y | +132.4% | +675.3% | -542.9% | +88.5% |
| 5Y | +103.7% | -44.0% | +147.7% | +86.3% |
| All | +103.7% | -49.4% | +153.1% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling