+127.9%
TT vs OUST
-49.1%
+177.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +14.0% | -11.6% | +1.3% |
| 7D | -2.0% | +17.0% | -19.0% | -3.3% |
| 30D | -14.0% | -16.5% | +2.5% | -13.2% |
| 3M | -15.9% | -23.7% | +7.8% | -14.7% |
| 6M | -17.3% | +18.4% | -35.7% | -20.1% |
| YTD | +4.0% | +60.8% | -56.8% | -2.4% |
| 1Y | -7.1% | +44.2% | -51.3% | -12.3% |
| 3Y | +90.2% | +668.1% | -577.9% | +48.6% |
| All | +127.9% | -49.1% | +177.0% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling