+145.0%
TRV vs OTIS
-12.3%
+157.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +1.5% |
| 7D | +1.9% | -3.0% | +4.9% | +2.9% |
| 30D | +1.7% | -6.0% | +7.7% | +3.7% |
| 3M | +23.9% | -0.9% | +24.8% | +23.9% |
| 6M | +26.3% | -17.3% | +43.6% | +33.9% |
| YTD | +30.8% | -19.6% | +50.4% | +39.7% |
| 1Y | +36.3% | -21.0% | +57.3% | +46.3% |
| 3Y | +145.0% | -12.1% | +157.1% | +170.2% |
| All | +145.0% | -12.3% | +157.3% | +170.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling