+93.9%
TGT vs OTIS
+93.9%
0.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.5% |
| 7D | -0.6% | -0.8% | +0.1% | -0.4% |
| 30D | +9.5% | -4.7% | +14.3% | +11.5% |
| 3M | +32.3% | +1.2% | +31.0% | +31.5% |
| 6M | +37.0% | -20.5% | +57.5% | +48.6% |
| YTD | +71.0% | -18.4% | +89.5% | +83.2% |
| 1Y | +85.0% | -18.1% | +103.1% | +97.8% |
| 3Y | +46.8% | -10.6% | +57.4% | +50.1% |
| 5Y | -22.7% | -16.1% | -6.7% | -22.2% |
| All | +93.9% | +93.9% | 0.0% | +81.3% |
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