+496.1%
TT vs OTIS
+97.1%
+399.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | 0.0% | -0.7% | +0.7% | +0.4% |
| 30D | -7.2% | -2.0% | -5.2% | -6.3% |
| 3M | -3.0% | +2.6% | -5.5% | -4.4% |
| 6M | +1.4% | -20.9% | +22.3% | +13.5% |
| YTD | +15.9% | -17.1% | +33.0% | +26.2% |
| 1Y | +9.4% | -15.9% | +25.3% | +18.0% |
| 3Y | +124.4% | -12.7% | +137.1% | +130.2% |
| 5Y | +138.0% | -15.7% | +153.7% | +143.1% |
| All | +496.1% | +97.1% | +399.0% | +368.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling