+71.4%
OTIS vs TRGP
+6,940.4%
-6,869.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -4.7% | +14.6% | -19.3% | -6.8% |
| 3M | +1.2% | +11.9% | -10.7% | -0.8% |
| 6M | -20.5% | +25.3% | -45.8% | -23.7% |
| YTD | -18.4% | +61.9% | -80.3% | -25.0% |
| 1Y | -18.1% | +87.3% | -105.4% | -26.6% |
| 3Y | -10.6% | +268.0% | -278.6% | -30.0% |
| 5Y | -16.1% | +638.2% | -654.3% | -41.6% |
| All | +71.4% | +6,940.4% | -6,869.0% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling