+69.1%
OTIS vs TRMB
+173.7%
-104.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.3% | +1.3% |
| 7D | -3.0% | -3.0% | +0.1% | -2.0% |
| 30D | -6.0% | +2.3% | -8.3% | -6.8% |
| 3M | -0.9% | +15.3% | -16.2% | -5.5% |
| 6M | -17.3% | -14.7% | -2.6% | -13.6% |
| YTD | -19.6% | -26.4% | +6.8% | -12.1% |
| 1Y | -21.0% | -30.4% | +9.4% | -12.4% |
| 3Y | -12.1% | +13.5% | -25.6% | -20.6% |
| 5Y | -17.1% | -38.6% | +21.5% | -8.8% |
| All | +69.1% | +173.7% | -104.6% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling