-53.1%
TEAM vs OTIS
-17.1%
-36.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.4% |
| 7D | -4.7% | -2.2% | -2.5% | -3.3% |
| 30D | +17.0% | -4.3% | +21.4% | +20.3% |
| 3M | +85.9% | -2.2% | +88.1% | +88.6% |
| 6M | +116.7% | -19.9% | +136.6% | +148.0% |
| YTD | +9.6% | -19.3% | +29.0% | +24.3% |
| 1Y | -2.5% | -19.6% | +17.0% | +10.1% |
| 3Y | -14.0% | -11.5% | -2.4% | -18.0% |
| 5Y | -53.1% | -16.8% | -36.3% | -57.7% |
| All | -53.1% | -17.1% | -36.0% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling