+145.0%
TT vs OTIS
-14.6%
+159.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.5% |
| 7D | +1.6% | -0.8% | +2.3% | +2.0% |
| 30D | -7.3% | -4.7% | -2.6% | -4.8% |
| 3M | -2.6% | +1.2% | -3.8% | -3.6% |
| 6M | +5.9% | -20.5% | +26.4% | +19.9% |
| YTD | +15.4% | -18.4% | +33.8% | +28.1% |
| 1Y | +8.2% | -18.1% | +26.3% | +19.5% |
| 3Y | +122.7% | -10.6% | +133.2% | +117.4% |
| 5Y | +145.0% | -16.1% | +161.0% | +138.3% |
| All | +145.0% | -14.6% | +159.5% | +138.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling