+477.4%
TTMI vs OUST
-60.6%
+538.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | -11.5% | +31.9% | -43.4% | -16.0% |
| 30D | -40.3% | -4.2% | -36.1% | -39.7% |
| 3M | -44.5% | -9.3% | -35.2% | -43.4% |
| 6M | -54.1% | +51.7% | -105.8% | -57.3% |
| YTD | +4.7% | +76.6% | -71.9% | -5.6% |
| 1Y | +3.3% | +48.9% | -45.5% | -4.6% |
| 3Y | +407.2% | +675.3% | -268.0% | +254.2% |
| 5Y | +406.5% | -44.0% | +450.6% | +295.9% |
| All | +477.4% | -60.6% | +538.0% | +353.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling