-46.4%
TOST vs OTIS
0.0%
-46.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | -4.7% | -3.0% | -1.7% | -2.3% |
| 30D | +8.5% | +14.0% | -5.5% | -2.6% |
| 3M | -1.6% | +4.9% | -6.5% | -5.7% |
| 6M | +44.1% | +5.4% | +38.7% | +36.8% |
| YTD | -5.6% | -10.2% | +4.6% | +1.8% |
| 1Y | -12.6% | -13.4% | +0.8% | -2.6% |
| 3Y | +137.6% | -0.7% | +138.3% | +106.1% |
| 5Y | -30.4% | -2.1% | -28.2% | -41.9% |
| All | -46.4% | 0.0% | -46.3% | -56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling