-16.5%
OTIS vs TCOM
+29.4%
-45.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | -3.0% | -4.9% | +1.9% | -2.4% |
| 30D | -6.0% | -14.4% | +8.4% | -4.5% |
| 3M | -0.9% | -17.7% | +16.8% | +1.0% |
| 6M | -17.3% | -25.1% | +7.8% | -15.0% |
| YTD | -19.6% | -45.7% | +26.2% | -14.6% |
| 1Y | -21.0% | -47.9% | +26.8% | -15.9% |
| 3Y | -12.1% | +8.9% | -21.0% | -15.8% |
| All | -16.5% | +29.4% | -45.9% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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