-16.5%
OTIS vs TRI
-10.0%
-6.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.4% |
| 7D | -3.0% | -7.9% | +4.9% | -1.4% |
| 30D | -6.0% | -4.5% | -1.5% | -5.3% |
| 3M | -0.9% | +22.1% | -23.0% | -5.3% |
| 6M | -17.3% | -2.8% | -14.6% | -17.5% |
| YTD | -19.6% | -23.4% | +3.8% | -13.3% |
| 1Y | -21.0% | -41.5% | +20.5% | -6.1% |
| 3Y | -12.1% | -19.2% | +7.1% | -13.3% |
| All | -16.5% | -10.0% | -6.5% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling