-75.6%
TTD vs OUST
-60.2%
-15.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +10.8% | +4.6% | +13.5% |
| 7D | +19.0% | +36.7% | -17.7% | +12.2% |
| 30D | +23.6% | -3.3% | +26.9% | +23.4% |
| 3M | +8.2% | -11.1% | +19.3% | +8.5% |
| 6M | -35.3% | +53.1% | -88.4% | -45.2% |
| YTD | -60.7% | +78.2% | -138.9% | -68.5% |
| 1Y | -65.3% | +50.0% | -115.3% | -71.4% |
| 3Y | -80.6% | +836.2% | -916.7% | -92.3% |
| 5Y | -84.6% | -50.0% | -34.6% | -86.8% |
| All | -75.6% | -60.2% | -15.4% | -77.7% |
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