-8.0%
TDG vs OUST
+46.4%
-54.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.2% | +0.9% | -3.2% |
| 7D | +1.2% | +19.9% | -18.8% | +0.5% |
| 30D | +8.1% | +3.6% | +4.6% | +7.9% |
| 3M | -2.6% | -20.6% | +18.0% | -2.1% |
| 6M | +1.0% | +35.1% | -34.1% | -2.6% |
| YTD | -9.5% | +69.1% | -78.7% | -16.0% |
| 1Y | -8.0% | +49.9% | -58.0% | -14.0% |
| All | -8.0% | +46.4% | -54.4% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling