-46.7%
TOST vs OTIS
-9.2%
-37.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -0.6% |
| 7D | -0.9% | -0.8% | -0.1% | -0.3% |
| 30D | -3.5% | -4.7% | +1.3% | +0.4% |
| 3M | +38.1% | +1.2% | +36.9% | +36.0% |
| 6M | +9.9% | -20.5% | +30.4% | +32.9% |
| YTD | -6.3% | -18.4% | +12.2% | +9.7% |
| 1Y | -18.3% | -18.1% | -0.2% | -5.1% |
| 3Y | +59.7% | -10.6% | +70.3% | +52.0% |
| All | -46.7% | -9.2% | -37.5% | -53.0% |
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