+51.7%
TFC vs OUST
-68.5%
+120.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.0% | +7.0% | -1.2% |
| 7D | +1.1% | -5.0% | +6.1% | +1.4% |
| 30D | +7.8% | -32.0% | +39.8% | +11.0% |
| 3M | -4.8% | -32.4% | +27.6% | -2.2% |
| 6M | +1.8% | +6.7% | -4.9% | -2.7% |
| YTD | +4.4% | +41.0% | -36.6% | -4.0% |
| 1Y | +18.0% | +18.0% | 0.0% | +10.0% |
| 3Y | +85.2% | +560.6% | -475.4% | +30.7% |
| 5Y | -1.4% | -55.1% | +53.7% | -19.6% |
| All | +51.7% | -68.5% | +120.3% | +27.9% |
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