-3.0%
TFC vs OUST
-49.1%
+46.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +14.0% | -14.9% | -2.2% |
| 7D | +1.2% | +17.0% | -15.8% | -0.4% |
| 30D | +8.3% | -16.5% | +24.8% | +9.5% |
| 3M | -5.2% | -23.7% | +18.5% | -3.7% |
| 6M | -0.8% | +18.4% | -19.2% | -6.3% |
| YTD | +3.4% | +60.8% | -57.3% | -6.4% |
| 1Y | +17.0% | +44.2% | -27.2% | +6.7% |
| 3Y | +86.2% | +668.1% | -581.9% | +26.6% |
| All | -3.0% | -49.1% | +46.0% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling