+3.3%
TRI vs OUST
-49.1%
+52.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +14.0% | -18.7% | -4.9% |
| 7D | -4.8% | +17.0% | -21.8% | -5.1% |
| 30D | +13.4% | -16.5% | +29.9% | +13.7% |
| 3M | +13.1% | -23.7% | +36.8% | +13.5% |
| 6M | +24.4% | +18.4% | +6.1% | +21.6% |
| YTD | -11.4% | +60.8% | -72.2% | -15.0% |
| 1Y | -15.6% | +44.2% | -59.8% | -18.7% |
| 3Y | -6.5% | +668.1% | -674.6% | -19.9% |
| All | +3.3% | -49.1% | +52.4% | +4.3% |
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