-74.8%
TTD vs OUST
-60.6%
-14.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +3.4% |
| 7D | +19.9% | +31.9% | -12.0% | +13.8% |
| 30D | +27.6% | -4.2% | +31.9% | +27.7% |
| 3M | +15.2% | -9.3% | +24.4% | +15.0% |
| 6M | -33.2% | +51.7% | -84.9% | -43.3% |
| YTD | -59.4% | +76.6% | -136.0% | -67.4% |
| 1Y | -64.4% | +48.9% | -113.2% | -70.6% |
| 3Y | -75.9% | +675.3% | -751.2% | -89.8% |
| 5Y | -82.6% | -44.0% | -38.6% | -85.5% |
| All | -74.8% | -60.6% | -14.3% | -77.0% |
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