+492.2%
TTMI vs OUST
-65.5%
+557.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.5% | +5.6% | -1.3% |
| 7D | +11.4% | -3.8% | +15.2% | +12.3% |
| 30D | -28.3% | +5.1% | -33.3% | -28.7% |
| 3M | -46.7% | -25.8% | -20.8% | -43.6% |
| 6M | -56.1% | -2.0% | -54.1% | -56.2% |
| YTD | +7.4% | +54.7% | -47.4% | -0.9% |
| 1Y | +17.4% | +48.8% | -31.4% | +9.1% |
| 3Y | +429.1% | +607.8% | -178.7% | +276.8% |
| 5Y | +418.8% | -52.7% | +471.5% | +315.6% |
| All | +492.2% | -65.5% | +557.7% | +376.1% |
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