+74.2%
OTIS vs TRMB
+182.2%
-108.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | 0.0% |
| 7D | -0.7% | -2.5% | +1.8% | +0.1% |
| 30D | -2.0% | +1.5% | -3.5% | -2.6% |
| 3M | +2.6% | +6.8% | -4.2% | +0.1% |
| 6M | -20.9% | -14.9% | -6.0% | -17.3% |
| YTD | -17.1% | -24.1% | +7.0% | -10.3% |
| 1Y | -15.9% | -25.4% | +9.5% | -8.9% |
| 3Y | -12.7% | +8.0% | -20.8% | -19.5% |
| 5Y | -15.7% | -37.3% | +21.6% | -7.9% |
| All | +74.2% | +182.2% | -108.0% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling