+431.7%
TTMI vs OUST
-64.1%
+495.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +14.0% | -7.1% | +4.4% |
| 7D | -19.8% | +17.0% | -36.8% | -22.3% |
| 30D | -48.1% | -16.5% | -31.6% | -46.4% |
| 3M | -51.2% | -23.7% | -27.6% | -48.8% |
| 6M | -59.6% | +18.4% | -78.0% | -61.0% |
| YTD | -3.6% | +60.8% | -64.4% | -11.7% |
| 1Y | -2.3% | +44.2% | -46.5% | -9.1% |
| 3Y | +369.4% | +668.1% | -298.7% | +229.6% |
| 5Y | +365.4% | -48.8% | +414.3% | +269.4% |
| All | +431.7% | -64.1% | +495.8% | +324.1% |
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 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