-76.5%
TTD vs OUST
-62.4%
-14.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.0% | -4.7% |
| 7D | +6.3% | +5.2% | +1.1% | +5.3% |
| 30D | -23.9% | -19.3% | -4.6% | -21.0% |
| 3M | -31.4% | -22.6% | -8.7% | -31.1% |
| 6M | -42.7% | +62.8% | -105.4% | -52.1% |
| YTD | -62.0% | +68.3% | -130.3% | -68.7% |
| 1Y | -72.2% | +28.5% | -100.8% | -76.7% |
| 3Y | -81.9% | +554.0% | -636.0% | -92.1% |
| 5Y | -81.5% | -56.2% | -25.3% | -83.5% |
| All | -76.5% | -62.4% | -14.0% | -77.9% |
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 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