-78.9%
TTD vs OUST
-64.1%
-14.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.0% | -13.1% | -1.6% |
| 7D | +5.2% | +17.0% | -11.8% | +1.8% |
| 30D | +6.9% | -16.5% | +23.4% | +9.5% |
| 3M | -26.8% | -23.7% | -3.2% | -24.5% |
| 6M | -46.1% | +18.4% | -64.5% | -52.2% |
| YTD | -65.9% | +60.8% | -126.7% | -72.2% |
| 1Y | -71.8% | +44.2% | -116.0% | -76.7% |
| 3Y | -83.3% | +668.1% | -751.4% | -93.1% |
| 5Y | -81.1% | -48.8% | -32.3% | -83.9% |
| All | -78.9% | -64.1% | -14.8% | -80.4% |
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