-40.7%
TRI vs OUST
+34.0%
-74.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.9% | -9.4% | -6.4% |
| 7D | -7.1% | +12.7% | -19.8% | -6.6% |
| 30D | -2.3% | -13.6% | +11.3% | -2.8% |
| 3M | +19.6% | -8.3% | +27.9% | +19.5% |
| 6M | -8.7% | +85.0% | -93.7% | -12.5% |
| YTD | -22.3% | +73.2% | -95.5% | -25.6% |
| 1Y | -40.7% | +32.5% | -73.1% | -42.7% |
| All | -40.7% | +34.0% | -74.7% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling