+90.7%
OTIS vs THC
+2,536.2%
-2,445.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.3% | +1.0% | -2.2% | -1.4% |
| 30D | +12.8% | +5.3% | +7.5% | +12.1% |
| 3M | +7.4% | +7.1% | +0.3% | +6.4% |
| 6M | +7.7% | +46.0% | -38.3% | +2.7% |
| YTD | -9.3% | +43.9% | -53.2% | -13.6% |
| 1Y | -12.1% | +45.4% | -57.5% | -16.5% |
| 3Y | +0.6% | +421.3% | -420.7% | -19.1% |
| 5Y | -1.1% | +261.5% | -262.6% | -19.1% |
| All | +90.7% | +2,536.2% | -2,445.5% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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