+53.7%
TFC vs OUST
-65.5%
+119.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.5% | +9.7% | +2.0% |
| 7D | +2.3% | -3.8% | +6.0% | +2.5% |
| 30D | +10.8% | +5.1% | +5.8% | +9.8% |
| 3M | -3.8% | -25.8% | +22.1% | -2.1% |
| 6M | +9.6% | -2.0% | +11.6% | +6.1% |
| YTD | +5.8% | +54.7% | -48.9% | -3.7% |
| 1Y | +16.2% | +48.8% | -32.6% | +5.9% |
| 3Y | +96.0% | +607.8% | -511.8% | +37.6% |
| 5Y | +1.7% | -52.7% | +54.4% | -17.6% |
| All | +53.7% | -65.5% | +119.2% | +28.4% |
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