+34.7%
TRI vs OUST
-61.4%
+96.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.9% | -9.4% | -6.6% |
| 7D | -7.1% | +12.7% | -19.8% | -7.3% |
| 30D | -2.3% | -13.6% | +11.3% | -2.1% |
| 3M | +19.6% | -8.3% | +27.9% | +19.0% |
| 6M | -8.7% | +85.0% | -93.7% | -12.1% |
| YTD | -22.3% | +73.2% | -95.5% | -25.1% |
| 1Y | -40.7% | +32.5% | -73.1% | -42.5% |
| 3Y | -17.8% | +643.8% | -661.6% | -27.9% |
| 5Y | -8.5% | -52.1% | +43.6% | -14.0% |
| All | +34.7% | -61.4% | +96.1% | +29.1% |
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