-12.1%
OTIS vs TD
+127.3%
-139.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | -3.0% | -0.5% | -2.4% | -2.8% |
| 30D | -6.0% | -1.9% | -4.1% | -5.4% |
| 3M | -0.9% | +4.8% | -5.6% | -3.0% |
| 6M | -17.3% | +28.0% | -45.3% | -25.3% |
| YTD | -19.6% | +30.3% | -49.9% | -27.9% |
| 1Y | -21.0% | +59.8% | -80.8% | -34.7% |
| 3Y | -12.1% | +124.7% | -136.8% | -37.3% |
| All | -12.1% | +127.3% | -139.4% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling