+125.6%
TD vs OUST
-56.2%
+181.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -1.5% |
| 7D | +0.3% | +5.2% | -4.9% | 0.0% |
| 30D | +0.4% | -19.3% | +19.7% | +1.5% |
| 3M | +7.6% | -22.6% | +30.3% | +8.0% |
| 6M | +25.0% | +62.8% | -37.8% | +19.5% |
| YTD | +31.0% | +68.3% | -37.3% | +24.7% |
| 1Y | +65.2% | +28.5% | +36.6% | +58.3% |
| 3Y | +122.5% | +554.0% | -431.5% | +82.7% |
| All | +125.6% | -56.2% | +181.7% | +113.8% |
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