-71.8%
TTD vs OUST
+32.6%
-104.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.0% | -13.1% | +0.3% |
| 7D | +5.2% | +17.0% | -11.8% | +4.3% |
| 30D | +6.9% | -16.5% | +23.4% | +7.4% |
| 3M | -26.8% | -23.7% | -3.2% | -26.3% |
| 6M | -46.1% | +18.4% | -64.5% | -48.0% |
| YTD | -65.9% | +60.8% | -126.7% | -68.3% |
| 1Y | -71.8% | +44.2% | -116.0% | -73.9% |
| All | -71.8% | +32.6% | -104.4% | -73.9% |
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