-18.5%
OTIS vs TW
+19.6%
-38.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.9% |
| 7D | -5.0% | -2.7% | -2.3% | -4.4% |
| 30D | -6.5% | -1.7% | -4.7% | -6.2% |
| 3M | -2.0% | +1.6% | -3.5% | -2.6% |
| 6M | -20.2% | -17.7% | -2.5% | -16.7% |
| YTD | -21.0% | -4.3% | -16.6% | -20.8% |
| 1Y | -20.9% | -13.1% | -7.8% | -18.8% |
| 3Y | -13.3% | +20.3% | -33.6% | -20.9% |
| 5Y | -18.5% | +22.0% | -40.5% | -27.5% |
| All | -18.5% | +19.6% | -38.1% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling