+69.1%
OTIS vs TW
+192.1%
-123.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | -3.0% | -4.5% | +1.5% | -2.1% |
| 30D | -6.0% | -2.3% | -3.8% | -5.6% |
| 3M | -0.9% | +2.6% | -3.5% | -1.7% |
| 6M | -17.3% | -17.5% | +0.2% | -14.4% |
| YTD | -19.6% | -5.3% | -14.3% | -19.2% |
| 1Y | -21.0% | -14.8% | -6.3% | -19.0% |
| 3Y | -12.1% | +18.8% | -30.9% | -17.2% |
| 5Y | -17.1% | +20.7% | -37.8% | -23.9% |
| All | +69.1% | +192.1% | -123.0% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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