+231.2%
TD vs OUST
-68.5%
+299.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.0% | +5.0% | -3.5% |
| 7D | -3.2% | -5.0% | +1.8% | -3.0% |
| 30D | +4.9% | -32.0% | +36.9% | +6.7% |
| 3M | +2.3% | -32.4% | +34.7% | +4.0% |
| 6M | +17.8% | +6.7% | +11.1% | +15.4% |
| YTD | +33.5% | +41.0% | -7.5% | +28.3% |
| 1Y | +55.9% | +18.0% | +37.9% | +50.9% |
| 3Y | +131.5% | +560.6% | -429.1% | +93.9% |
| 5Y | +103.3% | -55.1% | +158.5% | +83.3% |
| All | +231.2% | -68.5% | +299.8% | +200.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling