+96.6%
TFC vs OUST
+554.0%
-457.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | +2.4% | +5.2% | -2.8% | +2.0% |
| 30D | -1.3% | -19.3% | +18.0% | +0.2% |
| 3M | +6.1% | -22.6% | +28.7% | +6.3% |
| 6M | +7.3% | +62.8% | -55.4% | -1.2% |
| YTD | +8.2% | +68.3% | -60.1% | -1.3% |
| 1Y | +14.4% | +28.5% | -14.1% | +5.9% |
| All | +96.6% | +554.0% | -457.4% | +28.5% |
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