+92.7%
OTIS vs TMF
-88.0%
+180.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.5% | +0.6% | -0.1% | +0.5% |
| 30D | +19.4% | +16.3% | +3.1% | +19.0% |
| 3M | +7.1% | -2.7% | +9.8% | +7.1% |
| 6M | +6.6% | -13.2% | +19.7% | +6.8% |
| YTD | -8.3% | -16.7% | +8.4% | -8.0% |
| 1Y | -11.6% | -22.7% | +11.1% | -11.3% |
| 3Y | +3.1% | -26.1% | +29.2% | +3.6% |
| 5Y | +2.5% | -88.4% | +90.9% | -7.3% |
| All | +92.7% | -88.0% | +180.7% | +82.7% |
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