+3.8%
OTIS vs TMF
-25.3%
+29.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +4.2% | +1.2% | +3.0% | +4.1% |
| 30D | +20.1% | +19.7% | +0.4% | +17.6% |
| 3M | +7.6% | -2.1% | +9.7% | +7.7% |
| 6M | +4.2% | -13.4% | +17.6% | +5.6% |
| YTD | -8.1% | -16.7% | +8.7% | -6.5% |
| 1Y | -11.5% | -23.3% | +11.8% | -9.4% |
| 3Y | +3.8% | -24.8% | +28.6% | +5.1% |
| All | +3.8% | -25.3% | +29.1% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling