-72.0%
TTD vs OTIS
-9.8%
-62.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.0% | +1.8% |
| 7D | +3.7% | +9.5% | -5.8% | +1.2% |
| 30D | +10.4% | +21.1% | -10.7% | +5.4% |
| 3M | -31.6% | +9.0% | -40.6% | -33.2% |
| 6M | -45.1% | +6.4% | -51.5% | -46.0% |
| YTD | -65.1% | -7.1% | -58.0% | -65.0% |
| 1Y | -72.0% | -10.1% | -61.9% | -71.3% |
| All | -72.0% | -9.8% | -62.2% | -71.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling