-82.3%
TTD vs OUST
+554.0%
-636.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.0% | -4.5% |
| 7D | +6.3% | +5.2% | +1.1% | +5.8% |
| 30D | -23.9% | -19.3% | -4.6% | -22.5% |
| 3M | -31.4% | -22.6% | -8.7% | -31.1% |
| 6M | -42.7% | +62.8% | -105.4% | -47.5% |
| YTD | -62.0% | +68.3% | -130.3% | -65.4% |
| 1Y | -72.2% | +28.5% | -100.8% | -74.4% |
| All | -82.3% | +554.0% | -636.3% | -87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling