-72.0%
TTD vs OUST
+11.1%
-83.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +15.7% | -12.9% | +2.2% |
| 7D | +3.7% | -0.2% | +3.9% | +3.6% |
| 30D | +10.4% | -24.0% | +34.4% | +11.5% |
| 3M | -31.6% | -29.9% | -1.7% | -30.7% |
| 6M | -45.1% | +19.1% | -64.3% | -47.2% |
| YTD | -65.1% | +55.0% | -120.1% | -67.6% |
| 1Y | -72.0% | +21.2% | -93.2% | -74.1% |
| All | -72.0% | +11.1% | -83.1% | -74.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling