+154.4%
TRV vs OTIS
-19.2%
+173.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.6% | +1.2% |
| 7D | -1.5% | -5.0% | +3.5% | +0.2% |
| 30D | -1.8% | -6.5% | +4.7% | +0.4% |
| 3M | +21.6% | -2.0% | +23.5% | +22.1% |
| 6M | +22.5% | -20.2% | +42.6% | +31.6% |
| YTD | +28.1% | -21.0% | +49.1% | +37.9% |
| 1Y | +37.0% | -20.9% | +57.9% | +47.3% |
| 3Y | +141.9% | -13.3% | +155.2% | +150.5% |
| All | +154.4% | -19.2% | +173.6% | +164.7% |
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