+122.7%
TT vs OTIS
-10.9%
+133.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +1.6% | -0.8% | +2.3% | +1.8% |
| 30D | -7.3% | -4.7% | -2.6% | -5.8% |
| 3M | -2.6% | +1.2% | -3.8% | -3.1% |
| 6M | +5.9% | -20.5% | +26.4% | +14.1% |
| YTD | +15.4% | -18.4% | +33.8% | +22.9% |
| 1Y | +8.2% | -18.1% | +26.3% | +14.9% |
| 3Y | +122.7% | -10.6% | +133.2% | +111.6% |
| All | +122.7% | -10.9% | +133.5% | +111.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling