+69.6%
OTIS vs TMF
-88.1%
+157.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.0% |
| 7D | -2.2% | -0.9% | -1.3% | -2.1% |
| 30D | -4.3% | -1.0% | -3.3% | -4.3% |
| 3M | -2.2% | -11.3% | +9.1% | -1.9% |
| 6M | -19.9% | -22.7% | +2.8% | -19.6% |
| YTD | -19.3% | -17.3% | -2.0% | -19.1% |
| 1Y | -19.6% | -22.5% | +2.9% | -19.2% |
| 3Y | -11.5% | -43.2% | +31.7% | -11.5% |
| 5Y | -16.8% | -88.3% | +71.5% | -24.4% |
| All | +69.6% | -88.1% | +157.7% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TMF 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling