+184.1%
TDG vs OUST
-61.4%
+245.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -1.6% |
| 7D | -0.9% | +12.7% | -13.6% | -1.5% |
| 30D | -6.5% | -13.6% | +7.1% | -5.9% |
| 3M | -5.1% | -8.3% | +3.2% | -5.7% |
| 6M | -11.5% | +85.0% | -96.5% | -16.0% |
| YTD | -13.9% | +73.2% | -87.1% | -18.2% |
| 1Y | -11.5% | +32.5% | -43.9% | -15.3% |
| 3Y | +53.7% | +643.8% | -590.2% | +26.5% |
| 5Y | +135.5% | -52.1% | +187.6% | +118.6% |
| All | +184.1% | -61.4% | +245.4% | +176.8% |
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 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