+19.3%
TPR vs OTIS
-9.8%
+29.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.3% | +1.9% |
| 7D | +12.6% | +9.5% | +3.2% | +8.6% |
| 30D | +7.1% | +21.1% | -14.0% | -0.9% |
| 3M | -19.4% | +9.0% | -28.4% | -21.9% |
| 6M | -9.7% | +6.4% | -16.2% | -12.2% |
| YTD | -1.0% | -7.1% | +6.1% | +1.4% |
| 1Y | +19.3% | -10.1% | +29.4% | +23.5% |
| All | +19.3% | -9.8% | +29.1% | +23.5% |
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 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