+44.1%
TRI vs OUST
-62.4%
+106.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.5% |
| 7D | -0.5% | +5.2% | -5.7% | -0.6% |
| 30D | +7.9% | -19.3% | +27.1% | +8.2% |
| 3M | +24.1% | -22.6% | +46.7% | +24.0% |
| 6M | +3.8% | +62.8% | -59.0% | +0.4% |
| YTD | -16.9% | +68.3% | -85.2% | -19.8% |
| 1Y | -38.4% | +28.5% | -66.9% | -40.3% |
| 3Y | -12.2% | +554.0% | -566.3% | -22.6% |
| 5Y | -1.8% | -56.2% | +54.4% | -7.5% |
| All | +44.1% | -62.4% | +106.6% | +38.2% |
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