-25.1%
TGT vs OTIS
-17.8%
-7.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.8% |
| 7D | -5.2% | -3.0% | -2.3% | -3.8% |
| 30D | +1.2% | -6.0% | +7.2% | +4.4% |
| 3M | +18.4% | -0.9% | +19.3% | +18.6% |
| 6M | +33.4% | -17.3% | +50.8% | +46.3% |
| YTD | +63.8% | -19.6% | +83.4% | +81.3% |
| 1Y | +77.2% | -21.0% | +98.2% | +97.9% |
| 3Y | +41.8% | -12.1% | +53.9% | +42.5% |
| All | -25.1% | -17.8% | -7.3% | -29.1% |
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 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