-4.5%
TT vs OUST
+11.1%
-15.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +15.7% | -17.4% | -3.1% |
| 7D | -8.5% | -0.2% | -8.3% | -8.5% |
| 30D | -12.8% | -24.0% | +11.2% | -10.9% |
| 3M | -12.9% | -29.9% | +17.0% | -10.6% |
| 6M | -15.2% | +19.1% | -34.4% | -19.0% |
| YTD | +6.2% | +55.0% | -48.8% | -3.7% |
| 1Y | -4.5% | +21.2% | -25.7% | -11.4% |
| All | -4.5% | +11.1% | -15.6% | -11.4% |
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