+88.8%
OTIS vs THC
+2,543.9%
-2,455.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | +14.0% | +7.5% | +6.5% | +13.0% |
| 3M | +4.9% | +7.5% | -2.6% | +3.9% |
| 6M | +5.4% | +46.4% | -41.1% | +0.4% |
| YTD | -10.2% | +44.4% | -54.6% | -14.5% |
| 1Y | -13.4% | +43.4% | -56.8% | -17.6% |
| 3Y | -0.7% | +433.3% | -434.0% | -20.4% |
| 5Y | -2.1% | +262.5% | -264.6% | -19.9% |
| All | +88.8% | +2,543.9% | -2,455.1% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling