-44.4%
TOST vs OTIS
+2.1%
-46.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | +4.0% | +0.5% | +3.5% | +3.6% |
| 30D | +11.1% | +19.4% | -8.4% | -4.2% |
| 3M | +0.8% | +7.1% | -6.3% | -5.1% |
| 6M | +38.8% | +6.6% | +32.2% | +30.6% |
| YTD | -2.1% | -8.3% | +6.2% | +3.7% |
| 1Y | -6.0% | -11.6% | +5.6% | +2.9% |
| 3Y | +149.8% | +3.1% | +146.7% | +108.4% |
| 5Y | -42.8% | +2.5% | -45.2% | -53.2% |
| All | -44.4% | +2.1% | -46.4% | -55.5% |
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