+808.8%
TTMI vs OUST
-56.2%
+865.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.2% | +8.5% |
| 7D | +5.9% | +5.2% | +0.6% | +4.9% |
| 30D | -4.3% | -19.3% | +15.0% | -0.4% |
| 3M | -32.0% | -22.6% | -9.4% | -29.7% |
| 6M | +19.5% | +62.8% | -43.3% | +8.2% |
| YTD | +82.0% | +68.3% | +13.7% | +62.7% |
| 1Y | +172.6% | +28.5% | +144.1% | +150.7% |
| 3Y | +744.7% | +554.0% | +190.6% | +462.0% |
| All | +808.8% | -56.2% | +865.0% | +644.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling