+227.3%
TT vs OUST
-68.5%
+295.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.0% | +4.6% | -3.8% |
| 7D | -9.0% | -5.0% | -3.9% | -8.7% |
| 30D | -17.6% | -32.0% | +14.4% | -15.7% |
| 3M | -18.7% | -32.4% | +13.7% | -16.9% |
| 6M | -17.4% | +6.7% | -24.1% | -19.3% |
| YTD | +1.5% | +41.0% | -39.5% | -3.1% |
| 1Y | -9.4% | +18.0% | -27.4% | -12.8% |
| 3Y | +85.1% | +560.6% | -475.5% | +51.6% |
| 5Y | +125.7% | -55.1% | +180.9% | +101.8% |
| All | +227.3% | -68.5% | +295.9% | +188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling