+71.4%
OTIS vs TMF
-87.9%
+159.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -0.8% | +1.0% | -1.7% | -0.8% |
| 30D | -4.7% | -1.8% | -2.9% | -4.7% |
| 3M | +1.2% | -8.2% | +9.5% | +1.4% |
| 6M | -20.5% | -19.5% | -1.0% | -20.2% |
| YTD | -18.4% | -16.0% | -2.5% | -18.2% |
| 1Y | -18.1% | -22.5% | +4.4% | -17.8% |
| 3Y | -10.6% | -42.3% | +31.7% | -10.6% |
| 5Y | -16.1% | -87.7% | +71.6% | -23.4% |
| All | +71.4% | -87.9% | +159.3% | +62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling