+802.2%
TTMI vs OTIS
-19.0%
+821.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.6% |
| 7D | +6.0% | -5.0% | +11.0% | +8.5% |
| 30D | -6.4% | -6.5% | +0.1% | -3.7% |
| 3M | -28.9% | -2.0% | -27.0% | -29.3% |
| 6M | +26.9% | -20.2% | +47.1% | +40.4% |
| YTD | +77.3% | -21.0% | +98.3% | +96.1% |
| 1Y | +147.5% | -20.9% | +168.4% | +172.8% |
| 3Y | +847.6% | -13.3% | +861.0% | +822.5% |
| 5Y | +802.2% | -18.5% | +820.7% | +745.5% |
| All | +802.2% | -19.0% | +821.2% | +745.5% |
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