+456.3%
TT vs OTIS
+115.8%
+340.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -1.9% |
| 7D | +4.0% | -1.3% | +5.3% | +4.7% |
| 30D | -11.3% | +12.8% | -24.1% | -16.7% |
| 3M | -12.3% | +7.4% | -19.7% | -15.9% |
| 6M | -10.8% | +7.7% | -18.6% | -14.8% |
| YTD | +8.2% | -9.3% | +17.4% | +12.0% |
| 1Y | +1.5% | -12.1% | +13.6% | +6.7% |
| 3Y | +91.5% | +0.6% | +90.8% | +81.2% |
| 5Y | +130.2% | -1.1% | +131.3% | +117.5% |
| All | +456.3% | +115.8% | +340.6% | +315.3% |
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