+71.4%
OTIS vs TCOM
+90.2%
-18.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | -0.8% | -7.6% | +6.9% | +0.1% |
| 30D | -4.7% | -12.2% | +7.5% | -3.4% |
| 3M | +1.2% | -14.2% | +15.4% | +2.7% |
| 6M | -20.5% | -25.0% | +4.5% | -18.2% |
| YTD | -18.4% | -43.7% | +25.2% | -13.7% |
| 1Y | -18.1% | -44.5% | +26.5% | -13.2% |
| 3Y | -10.6% | +13.4% | -24.0% | -14.6% |
| 5Y | -16.1% | +26.5% | -42.6% | -23.4% |
| All | +71.4% | +90.2% | -18.7% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling