+92.7%
OTIS vs THC
+2,563.6%
-2,470.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.5% |
| 7D | +0.5% | +7.5% | -7.0% | -0.4% |
| 30D | +19.4% | +9.6% | +9.9% | +18.1% |
| 3M | +7.1% | +10.3% | -3.1% | +5.8% |
| 6M | +6.6% | +51.8% | -45.2% | +1.1% |
| YTD | -8.3% | +45.4% | -53.7% | -12.8% |
| 1Y | -11.6% | +40.8% | -52.4% | -15.7% |
| 3Y | +3.1% | +448.8% | -445.7% | -17.6% |
| 5Y | +2.5% | +263.4% | -260.9% | -16.2% |
| All | +92.7% | +2,563.6% | -2,470.9% | +45.7% |
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