+69.6%
OTIS vs TRI
+92.0%
-22.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | -2.2% | -8.4% | +6.2% | -0.1% |
| 30D | -4.3% | -6.5% | +2.1% | -3.0% |
| 3M | -2.2% | +18.6% | -20.8% | -7.2% |
| 6M | -19.9% | -10.4% | -9.5% | -18.4% |
| YTD | -19.3% | -23.7% | +4.4% | -12.9% |
| 1Y | -19.6% | -42.5% | +22.9% | -3.0% |
| 3Y | -11.5% | -19.3% | +7.8% | -11.5% |
| 5Y | -16.8% | -9.7% | -7.1% | -23.3% |
| All | +69.6% | +92.0% | -22.4% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling