+69.1%
OTIS vs TDY
+203.2%
-134.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.4% |
| 7D | -3.0% | -1.1% | -1.8% | -2.6% |
| 30D | -6.0% | -12.0% | +6.0% | -1.9% |
| 3M | -0.9% | -3.2% | +2.3% | -0.1% |
| 6M | -17.3% | -7.9% | -9.5% | -15.4% |
| YTD | -19.6% | +18.2% | -37.8% | -25.1% |
| 1Y | -21.0% | +6.7% | -27.7% | -23.8% |
| 3Y | -12.1% | +47.5% | -59.6% | -25.4% |
| 5Y | -17.1% | +39.5% | -56.6% | -29.2% |
| All | +69.1% | +203.2% | -134.1% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling