+273.6%
TT vs OUST
-62.4%
+336.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.7% |
| 7D | 0.0% | +5.2% | -5.2% | -0.3% |
| 30D | -7.2% | -19.3% | +12.1% | -6.0% |
| 3M | -3.0% | -22.6% | +19.7% | -2.5% |
| 6M | +1.4% | +62.8% | -61.4% | -3.6% |
| YTD | +15.9% | +68.3% | -52.5% | +9.6% |
| 1Y | +9.4% | +28.5% | -19.1% | +4.4% |
| 3Y | +124.4% | +554.0% | -429.7% | +84.0% |
| 5Y | +138.0% | -56.2% | +194.2% | +111.4% |
| All | +273.6% | -62.4% | +336.0% | +226.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling