-84.6%
TTD vs OUST
-48.5%
-36.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -2.5% |
| 7D | +20.8% | +19.9% | +0.8% | +17.1% |
| 30D | +27.1% | +3.6% | +23.5% | +25.5% |
| 3M | +14.7% | -20.6% | +35.3% | +17.3% |
| 6M | -26.8% | +35.1% | -61.9% | -35.9% |
| YTD | -59.2% | +69.1% | -128.4% | -66.7% |
| 1Y | -64.7% | +49.9% | -114.6% | -70.6% |
| 3Y | -75.8% | +642.4% | -718.2% | -89.5% |
| 5Y | -84.6% | -48.3% | -36.3% | -80.2% |
| All | -84.6% | -48.5% | -36.1% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling