+90.7%
OTIS vs TAP
+21.4%
+69.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.1% |
| 7D | -1.3% | +1.3% | -2.6% | -1.6% |
| 30D | +12.8% | +5.7% | +7.1% | +11.0% |
| 3M | +7.4% | -1.9% | +9.3% | +7.8% |
| 6M | +7.7% | +0.9% | +6.8% | +7.0% |
| YTD | -9.3% | -9.5% | +0.2% | -7.5% |
| 1Y | -12.1% | -9.0% | -3.1% | -10.6% |
| 3Y | +0.6% | -22.2% | +22.9% | +5.7% |
| 5Y | -1.1% | +1.2% | -2.3% | -5.4% |
| All | +90.7% | +21.4% | +69.4% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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