-79.1%
TTD vs OUST
-68.5%
-10.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.0% | +5.8% | -1.5% |
| 7D | -1.9% | -5.0% | +3.1% | -1.2% |
| 30D | +7.5% | -32.0% | +39.5% | +14.3% |
| 3M | -32.4% | -32.4% | -0.1% | -28.6% |
| 6M | -47.9% | +6.7% | -54.7% | -52.9% |
| YTD | -66.3% | +41.0% | -107.3% | -71.8% |
| 1Y | -73.1% | +18.0% | -91.1% | -76.9% |
| 3Y | -83.8% | +560.6% | -644.4% | -93.1% |
| 5Y | -81.3% | -55.1% | -26.2% | -83.7% |
| All | -79.1% | -68.5% | -10.6% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling