-7.6%
TTD vs OTIS
+113.5%
-121.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.9% |
| 7D | +20.8% | -3.0% | +23.7% | +22.7% |
| 30D | +27.1% | +14.0% | +13.1% | +18.2% |
| 3M | +14.7% | +4.9% | +9.8% | +11.3% |
| 6M | -26.8% | +5.4% | -32.2% | -29.4% |
| YTD | -59.2% | -10.2% | -49.0% | -57.3% |
| 1Y | -64.7% | -13.4% | -51.3% | -62.2% |
| 3Y | -75.8% | -0.7% | -75.1% | -77.2% |
| 5Y | -84.6% | -2.1% | -82.5% | -85.6% |
| All | -7.6% | +113.5% | -121.1% | -23.7% |
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