-74.4%
TTD vs OUST
-65.5%
-8.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.5% | +9.9% | +2.9% |
| 7D | +21.3% | -3.8% | +25.0% | +22.2% |
| 30D | +28.7% | +5.1% | +23.7% | +26.7% |
| 3M | +7.7% | -25.8% | +33.5% | +11.6% |
| 6M | -23.5% | -2.0% | -21.5% | -28.5% |
| YTD | -58.7% | +54.7% | -113.4% | -66.0% |
| 1Y | -63.4% | +48.8% | -112.2% | -69.9% |
| 3Y | -75.3% | +607.8% | -683.1% | -89.4% |
| 5Y | -84.4% | -52.7% | -31.7% | -86.5% |
| All | -74.4% | -65.5% | -8.9% | -76.0% |
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