+417.0%
TTMI vs OUST
-53.0%
+470.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.5% | +5.6% | -1.2% |
| 7D | +11.4% | -3.8% | +15.2% | +12.4% |
| 30D | -28.3% | +5.1% | -33.3% | -28.8% |
| 3M | -46.7% | -25.8% | -20.8% | -43.3% |
| 6M | -56.1% | -2.0% | -54.1% | -56.3% |
| YTD | +7.4% | +54.7% | -47.4% | -2.1% |
| 1Y | +17.4% | +48.8% | -31.4% | +7.9% |
| 3Y | +429.1% | +607.8% | -178.7% | +253.1% |
| All | +417.0% | -53.0% | +470.0% | +317.9% |
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 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