+464.4%
TT vs OTIS
+113.5%
+350.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +8.1% | -3.0% | +11.0% | +9.6% |
| 30D | -11.3% | +14.0% | -25.3% | -17.2% |
| 3M | -11.2% | +4.9% | -16.1% | -13.8% |
| 6M | -8.9% | +5.4% | -14.3% | -12.0% |
| YTD | +9.7% | -10.2% | +19.9% | +14.1% |
| 1Y | +1.3% | -13.4% | +14.6% | +7.3% |
| 3Y | +93.4% | -0.7% | +94.1% | +84.2% |
| 5Y | +133.5% | -2.1% | +135.7% | +121.8% |
| All | +464.4% | +113.5% | +350.9% | +323.4% |
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 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