+188.3%
TDG vs OUST
-62.4%
+250.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | -2.0% | +5.2% | -7.2% | -2.3% |
| 30D | -7.4% | -19.3% | +11.9% | -6.5% |
| 3M | -5.4% | -22.6% | +17.3% | -5.2% |
| 6M | -11.6% | +62.8% | -74.4% | -15.6% |
| YTD | -12.6% | +68.3% | -81.0% | -16.9% |
| 1Y | -9.3% | +28.5% | -37.9% | -13.2% |
| 3Y | +49.2% | +554.0% | -504.9% | +23.8% |
| 5Y | +132.1% | -56.2% | +188.4% | +116.4% |
| All | +188.3% | -62.4% | +250.7% | +181.3% |
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 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