+444.4%
TER vs OTIS
+115.8%
+328.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.9% |
| 7D | +14.4% | -1.3% | +15.6% | +15.0% |
| 30D | -30.6% | +12.8% | -43.4% | -35.1% |
| 3M | -39.2% | +7.4% | -46.6% | -42.1% |
| 6M | -31.3% | +7.7% | -39.0% | -35.2% |
| YTD | +29.1% | -9.3% | +38.3% | +32.8% |
| 1Y | +47.4% | -12.1% | +59.5% | +54.2% |
| 3Y | +191.2% | +0.6% | +190.6% | +179.6% |
| 5Y | +74.0% | -1.1% | +75.1% | +65.5% |
| All | +444.4% | +115.8% | +328.7% | +359.5% |
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