-16.6%
TTD vs OTIS
+87.9%
-104.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.7% | +1.8% |
| 7D | -7.4% | -5.0% | -2.4% | -4.8% |
| 30D | +3.0% | -6.5% | +9.5% | +6.8% |
| 3M | -27.6% | -2.0% | -25.6% | -27.0% |
| 6M | -49.5% | -20.2% | -29.3% | -43.1% |
| YTD | -63.2% | -21.0% | -42.2% | -58.5% |
| 1Y | -69.7% | -20.9% | -48.9% | -65.9% |
| 3Y | -83.3% | -13.3% | -70.0% | -83.0% |
| 5Y | -80.8% | -18.5% | -62.3% | -80.5% |
| All | -16.6% | +87.9% | -104.5% | -25.8% |
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