+74.2%
OTIS vs TMF
-87.9%
+162.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | -0.7% | -1.4% | +0.7% | -0.7% |
| 30D | -2.0% | -2.8% | +0.8% | -1.9% |
| 3M | +2.6% | -10.9% | +13.5% | +2.8% |
| 6M | -20.9% | -21.3% | +0.4% | -20.6% |
| YTD | -17.1% | -15.9% | -1.2% | -16.9% |
| 1Y | -15.9% | -15.7% | -0.2% | -15.7% |
| 3Y | -12.7% | -43.4% | +30.6% | -12.8% |
| 5Y | -15.7% | -87.8% | +72.0% | -23.2% |
| All | +74.2% | -87.9% | +162.1% | +65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling