-12.7%
OTIS vs TPG
+74.1%
-86.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.5% |
| 7D | -3.0% | -9.4% | +6.5% | -1.1% |
| 30D | -6.0% | -5.3% | -0.8% | -5.1% |
| 3M | -0.9% | +12.9% | -13.8% | -3.6% |
| 6M | -17.3% | +20.1% | -37.4% | -20.9% |
| YTD | -19.6% | -22.5% | +2.9% | -16.1% |
| 1Y | -21.0% | -19.7% | -1.3% | -18.5% |
| 3Y | -12.1% | +81.2% | -93.3% | -29.6% |
| All | -12.7% | +74.1% | -86.8% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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