+475.4%
TER vs OTIS
+113.5%
+361.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +24.0% | -3.0% | +26.9% | +25.6% |
| 30D | -30.6% | +14.0% | -44.6% | -35.6% |
| 3M | -34.5% | +4.9% | -39.4% | -36.9% |
| 6M | -26.4% | +5.4% | -31.7% | -29.8% |
| YTD | +36.4% | -10.2% | +46.6% | +41.1% |
| 1Y | +47.4% | -13.4% | +60.8% | +55.3% |
| 3Y | +202.6% | -0.7% | +203.3% | +192.4% |
| 5Y | +83.9% | -2.1% | +86.0% | +75.8% |
| All | +475.4% | +113.5% | +361.9% | +388.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling