+235.1%
TT vs OUST
-64.1%
+299.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +14.0% | -11.6% | +1.4% |
| 7D | -2.0% | +17.0% | -19.0% | -3.2% |
| 30D | -14.0% | -16.5% | +2.5% | -13.3% |
| 3M | -15.9% | -23.7% | +7.8% | -14.8% |
| 6M | -17.3% | +18.4% | -35.7% | -19.8% |
| YTD | +4.0% | +60.8% | -56.8% | -1.7% |
| 1Y | -7.1% | +44.2% | -51.3% | -11.8% |
| 3Y | +90.2% | +668.1% | -577.9% | +54.2% |
| 5Y | +131.1% | -48.8% | +179.9% | +104.7% |
| All | +235.1% | -64.1% | +299.2% | +192.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling