+96.7%
TFC vs OUST
+794.9%
-698.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.8% | -8.9% | +1.2% |
| 7D | +0.3% | +36.7% | -36.4% | -2.0% |
| 30D | +9.2% | -3.3% | +12.5% | +9.0% |
| 3M | -2.9% | -11.1% | +8.2% | -2.7% |
| 6M | +3.5% | +53.1% | -49.6% | -3.2% |
| YTD | +5.4% | +78.2% | -72.8% | -3.8% |
| 1Y | +17.3% | +50.0% | -32.7% | +8.4% |
| 3Y | +96.7% | +836.2% | -739.5% | +35.6% |
| All | +96.7% | +794.9% | -698.2% | +35.6% |
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