-18.5%
OTIS vs TRGP
+627.0%
-645.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -5.0% | -0.6% | -4.5% | -4.9% |
| 30D | -6.5% | +10.0% | -16.5% | -8.1% |
| 3M | -2.0% | +7.6% | -9.6% | -3.5% |
| 6M | -20.2% | +26.8% | -47.0% | -24.1% |
| YTD | -21.0% | +60.6% | -81.5% | -28.4% |
| 1Y | -20.9% | +82.5% | -103.3% | -30.3% |
| 3Y | -13.3% | +265.0% | -278.3% | -38.0% |
| 5Y | -18.5% | +645.9% | -664.4% | -54.0% |
| All | -18.5% | +627.0% | -645.5% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling