-12.1%
OTIS vs TRI
-18.9%
+6.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.6% |
| 7D | -3.0% | -7.9% | +4.9% | -2.1% |
| 30D | -6.0% | -4.5% | -1.5% | -5.6% |
| 3M | -0.9% | +22.1% | -23.0% | -2.9% |
| 6M | -17.3% | -2.8% | -14.6% | -17.2% |
| YTD | -19.6% | -23.4% | +3.8% | -15.1% |
| 1Y | -21.0% | -41.5% | +20.5% | -11.2% |
| 3Y | -12.1% | -19.2% | +7.1% | -11.3% |
| All | -12.1% | -18.9% | +6.8% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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