-6.5%
TRI vs OUST
+626.4%
-632.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +14.0% | -18.7% | -4.6% |
| 7D | -4.8% | +17.0% | -21.8% | -4.7% |
| 30D | +13.4% | -16.5% | +29.9% | +13.4% |
| 3M | +13.1% | -23.7% | +36.8% | +13.2% |
| 6M | +24.4% | +18.4% | +6.1% | +22.7% |
| YTD | -11.4% | +60.8% | -72.2% | -13.9% |
| 1Y | -15.6% | +44.2% | -59.8% | -17.8% |
| 3Y | -6.5% | +668.1% | -674.6% | -11.1% |
| All | -6.5% | +626.4% | -632.9% | -11.1% |
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 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