-80.9%
TTD vs OTIS
-17.1%
-63.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.2% |
| 7D | -4.6% | -2.2% | -2.4% | -3.0% |
| 30D | +3.7% | -4.3% | +8.0% | +7.0% |
| 3M | -30.2% | -2.2% | -28.0% | -29.3% |
| 6M | -51.4% | -19.9% | -31.5% | -42.9% |
| YTD | -63.4% | -19.3% | -44.1% | -57.6% |
| 1Y | -73.5% | -19.6% | -53.9% | -69.3% |
| 3Y | -83.5% | -11.5% | -71.9% | -84.5% |
| 5Y | -80.9% | -16.8% | -64.2% | -82.4% |
| All | -80.9% | -17.1% | -63.8% | -82.4% |
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