-6.4%
TTD vs OTIS
+115.8%
-122.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.3% | +0.8% |
| 7D | +21.3% | -1.3% | +22.6% | +22.1% |
| 30D | +28.7% | +12.8% | +16.0% | +20.4% |
| 3M | +7.7% | +7.4% | +0.3% | +3.3% |
| 6M | -23.5% | +7.7% | -31.2% | -27.0% |
| YTD | -58.7% | -9.3% | -49.4% | -56.9% |
| 1Y | -63.4% | -12.1% | -51.3% | -61.2% |
| 3Y | -75.3% | +0.6% | -75.9% | -76.9% |
| 5Y | -84.4% | -1.1% | -83.3% | -85.5% |
| All | -6.4% | +115.8% | -122.1% | -23.0% |
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