+9.2%
TT vs OTIS
-14.9%
+24.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | -7.4% | -2.0% | -5.4% | -6.9% |
| 3M | -3.2% | +2.6% | -5.8% | -3.9% |
| 6M | +1.1% | -20.9% | +22.0% | +4.3% |
| YTD | +15.6% | -17.1% | +32.7% | +18.0% |
| 1Y | +9.2% | -15.9% | +25.1% | +11.1% |
| All | +9.2% | -14.9% | +24.1% | +11.1% |
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 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