-10.1%
OTIS vs TD
+61.0%
-71.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.8% | +1.1% | +3.2% |
| 7D | +9.5% | +1.4% | +8.1% | +9.1% |
| 30D | +21.1% | +10.2% | +10.9% | +18.4% |
| 3M | +9.0% | +8.1% | +0.9% | +6.7% |
| 6M | +6.4% | +22.3% | -15.9% | -2.4% |
| YTD | -7.1% | +39.0% | -46.2% | -19.0% |
| 1Y | -10.1% | +62.6% | -72.8% | -23.1% |
| All | -10.1% | +61.0% | -71.2% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling