+71.4%
OTIS vs TD
+323.9%
-252.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -0.8% | +0.9% | -1.6% | -1.1% |
| 30D | -4.7% | -0.7% | -4.1% | -4.6% |
| 3M | +1.2% | +6.3% | -5.0% | -1.9% |
| 6M | -20.5% | +27.9% | -48.4% | -29.2% |
| YTD | -18.4% | +29.8% | -48.3% | -27.9% |
| 1Y | -18.1% | +63.7% | -81.7% | -34.9% |
| 3Y | -10.6% | +128.3% | -138.9% | -39.7% |
| 5Y | -16.1% | +125.5% | -141.6% | -43.4% |
| All | +71.4% | +323.9% | -252.5% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling