+1,166.9%
TTMI vs OTIS
+91.3%
+1,075.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.8% | +1.6% | +2.6% |
| 7D | +0.7% | -3.0% | +3.6% | +1.9% |
| 30D | -8.4% | -6.0% | -2.4% | -6.2% |
| 3M | -32.5% | -0.9% | -31.6% | -33.0% |
| 6M | +32.5% | -17.3% | +49.8% | +42.4% |
| YTD | +83.2% | -19.6% | +102.8% | +98.4% |
| 1Y | +161.7% | -21.0% | +182.7% | +185.4% |
| 3Y | +890.1% | -12.1% | +902.2% | +894.9% |
| 5Y | +832.4% | -17.1% | +849.5% | +836.7% |
| All | +1,166.9% | +91.3% | +1,075.7% | +911.7% |
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 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