+240.4%
TPR vs OTIS
-15.5%
+255.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.3% | -0.7% | -1.6% | -1.8% |
| 30D | -23.0% | -2.0% | -21.0% | -21.9% |
| 3M | -12.5% | +2.6% | -15.0% | -14.1% |
| 6M | -21.4% | -20.9% | -0.5% | -8.8% |
| YTD | -3.5% | -17.1% | +13.6% | +8.1% |
| 1Y | +17.4% | -15.9% | +33.3% | +29.9% |
| 3Y | +291.3% | -12.7% | +304.0% | +293.5% |
| All | +240.4% | -15.5% | +255.9% | +219.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling