+922.3%
TPR vs OTIS
+91.8%
+830.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.6% |
| 7D | -7.3% | -2.2% | -5.1% | -6.0% |
| 30D | -30.7% | -4.3% | -26.4% | -28.8% |
| 3M | -21.6% | -2.2% | -19.4% | -20.7% |
| 6M | -21.3% | -19.9% | -1.4% | -10.4% |
| YTD | -10.2% | -19.3% | +9.2% | +1.6% |
| 1Y | +9.5% | -19.6% | +29.1% | +23.9% |
| 3Y | +280.8% | -11.5% | +292.3% | +289.2% |
| 5Y | +218.7% | -16.8% | +235.5% | +232.3% |
| All | +922.3% | +91.8% | +830.5% | +631.1% |
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