-17.4%
TOST vs OTIS
-14.9%
-2.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | -3.4% | -0.7% | -2.7% | -3.1% |
| 30D | -2.4% | -2.0% | -0.4% | -1.8% |
| 3M | +34.6% | +2.6% | +32.1% | +33.3% |
| 6M | +15.2% | -20.9% | +36.1% | +23.3% |
| YTD | -4.4% | -17.1% | +12.7% | +0.6% |
| 1Y | -17.4% | -15.9% | -1.5% | -16.8% |
| All | -17.4% | -14.9% | -2.5% | -16.8% |
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