+24.5%
TMO vs OTIS
-19.7%
+44.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.5% |
| 7D | -0.6% | -3.0% | +2.3% | +0.3% |
| 30D | +1.1% | -6.0% | +7.1% | +3.1% |
| 3M | +28.3% | -0.9% | +29.2% | +28.6% |
| 6M | +23.3% | -17.3% | +40.6% | +29.5% |
| YTD | +5.5% | -19.6% | +25.0% | +10.7% |
| 1Y | +24.5% | -21.0% | +45.6% | +30.9% |
| All | +24.5% | -19.7% | +44.3% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling