+485.4%
TT vs OTIS
+87.9%
+397.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | 0.0% |
| 7D | -1.0% | -5.0% | +4.1% | +1.6% |
| 30D | -8.9% | -6.5% | -2.4% | -5.9% |
| 3M | -1.8% | -2.0% | +0.1% | -1.2% |
| 6M | +1.9% | -20.2% | +22.1% | +13.5% |
| YTD | +13.8% | -21.0% | +34.8% | +26.9% |
| 1Y | +6.1% | -20.9% | +27.0% | +18.0% |
| 3Y | +119.6% | -13.3% | +132.9% | +125.4% |
| 5Y | +145.9% | -18.5% | +164.4% | +155.7% |
| All | +485.4% | +87.9% | +397.5% | +370.7% |
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 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