-13.8%
TTD vs OTIS
+97.1%
-110.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | +6.3% | -0.7% | +7.1% | +6.8% |
| 30D | -23.9% | -2.0% | -21.9% | -23.1% |
| 3M | -31.4% | +2.6% | -33.9% | -32.5% |
| 6M | -42.7% | -20.9% | -21.7% | -35.0% |
| YTD | -62.0% | -17.1% | -44.9% | -58.2% |
| 1Y | -72.2% | -15.9% | -56.3% | -69.8% |
| 3Y | -81.9% | -12.7% | -69.2% | -81.6% |
| 5Y | -81.5% | -15.7% | -65.8% | -81.7% |
| All | -13.8% | +97.1% | -110.9% | -25.4% |
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 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