+248.7%
TT vs OUST
-65.5%
+314.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.5% | +7.1% | -0.9% |
| 7D | +4.0% | -3.8% | +7.8% | +4.3% |
| 30D | -11.3% | +5.1% | -16.4% | -11.8% |
| 3M | -12.3% | -25.8% | +13.5% | -11.0% |
| 6M | -10.8% | -2.0% | -8.8% | -12.3% |
| YTD | +8.2% | +54.7% | -46.6% | +2.5% |
| 1Y | +1.5% | +48.8% | -47.3% | -3.8% |
| 3Y | +91.5% | +607.8% | -516.4% | +56.2% |
| 5Y | +130.2% | -52.7% | +182.9% | +104.5% |
| All | +248.7% | -65.5% | +314.1% | +205.3% |
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 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