-12.1%
OTIS vs TRGP
+260.3%
-272.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | -3.0% | +0.1% | -3.0% | -3.0% |
| 30D | -6.0% | +8.0% | -14.0% | -6.7% |
| 3M | -0.9% | +8.3% | -9.1% | -1.7% |
| 6M | -17.3% | +23.9% | -41.2% | -19.4% |
| YTD | -19.6% | +59.6% | -79.2% | -23.9% |
| 1Y | -21.0% | +79.4% | -100.5% | -26.4% |
| 3Y | -12.1% | +269.4% | -281.5% | -30.4% |
| All | -12.1% | +260.3% | -272.4% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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