+57.6%
TDG vs OUST
+626.4%
-568.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.0% | -13.3% | +0.2% |
| 7D | +4.4% | +17.0% | -12.6% | +3.7% |
| 30D | +9.2% | -16.5% | +25.7% | +9.7% |
| 3M | -5.2% | -23.7% | +18.5% | -4.5% |
| 6M | -2.9% | +18.4% | -21.3% | -5.1% |
| YTD | -10.0% | +60.8% | -70.8% | -13.5% |
| 1Y | -5.9% | +44.2% | -50.1% | -9.3% |
| 3Y | +57.6% | +668.1% | -610.5% | +44.3% |
| All | +57.6% | +626.4% | -568.8% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling