+397.4%
TTMI vs OUST
-68.5%
+465.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.0% | -6.2% | -13.6% |
| 7D | -29.0% | -5.0% | -24.0% | -28.5% |
| 30D | -53.1% | -32.0% | -21.1% | -49.7% |
| 3M | -52.6% | -32.4% | -20.2% | -49.1% |
| 6M | -61.0% | +6.7% | -67.7% | -61.6% |
| YTD | -9.8% | +41.0% | -50.9% | -15.4% |
| 1Y | -11.2% | +18.0% | -29.2% | -14.7% |
| 3Y | +325.0% | +560.6% | -235.6% | +206.3% |
| 5Y | +335.4% | -55.1% | +390.5% | +253.8% |
| All | +397.4% | -68.5% | +465.9% | +306.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling