+41.7%
TGT vs OTIS
-13.8%
+55.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.4% |
| 7D | -5.0% | -5.0% | 0.0% | -3.2% |
| 30D | +3.0% | -6.5% | +9.5% | +5.6% |
| 3M | +22.6% | -2.0% | +24.6% | +23.4% |
| 6M | +31.2% | -20.2% | +51.4% | +42.2% |
| YTD | +63.7% | -21.0% | +84.7% | +77.3% |
| 1Y | +78.5% | -20.9% | +99.4% | +93.1% |
| All | +41.7% | -13.8% | +55.5% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling