+0.6%
OTIS vs TRMB
-36.0%
+36.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.1% |
| 7D | -1.3% | +2.8% | -4.1% | -2.1% |
| 30D | +12.8% | -5.9% | +18.6% | +13.5% |
| 3M | +7.4% | -3.3% | +10.7% | +7.0% |
| 6M | +7.7% | +1.3% | +6.4% | +5.5% |
| YTD | -9.3% | -29.0% | +19.7% | -1.3% |
| 1Y | -12.1% | -27.8% | +15.7% | -5.1% |
| 3Y | +0.6% | +36.3% | -35.7% | -16.6% |
| All | +0.6% | -36.0% | +36.7% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling