+342.9%
TDG vs OTIS
+91.8%
+251.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.1% |
| 7D | -2.4% | -2.2% | -0.3% | -1.3% |
| 30D | -8.0% | -4.3% | -3.7% | -5.8% |
| 3M | -10.5% | -2.2% | -8.3% | -9.5% |
| 6M | -11.9% | -19.9% | +8.0% | -1.0% |
| YTD | -15.4% | -19.3% | +4.0% | -5.6% |
| 1Y | -14.2% | -19.6% | +5.4% | -4.4% |
| 3Y | +51.0% | -11.5% | +62.6% | +53.8% |
| 5Y | +126.5% | -16.8% | +143.2% | +133.8% |
| All | +342.9% | +91.8% | +251.1% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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