+161.7%
TTMI vs OTIS
-19.7%
+181.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.8% | +1.6% | +3.6% |
| 7D | +0.7% | -3.0% | +3.6% | +0.2% |
| 30D | -8.4% | -6.0% | -2.4% | -9.1% |
| 3M | -32.5% | -0.9% | -31.6% | -33.2% |
| 6M | +32.5% | -17.3% | +49.8% | +34.6% |
| YTD | +83.2% | -19.6% | +102.8% | +87.4% |
| 1Y | +161.7% | -21.0% | +182.7% | +164.1% |
| All | +161.7% | -19.7% | +181.4% | +164.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling