+1,196.1%
TTMI vs OTIS
+93.9%
+1,102.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.6% |
| 7D | +12.2% | -0.8% | +12.9% | +12.5% |
| 30D | -5.7% | -4.7% | -1.0% | -4.0% |
| 3M | -27.5% | +1.2% | -28.7% | -28.7% |
| 6M | +47.1% | -20.5% | +67.7% | +60.9% |
| YTD | +87.5% | -18.4% | +105.9% | +101.8% |
| 1Y | +175.2% | -18.1% | +193.3% | +195.1% |
| 3Y | +901.9% | -10.6% | +912.5% | +899.1% |
| 5Y | +843.5% | -16.1% | +859.6% | +842.9% |
| All | +1,196.1% | +93.9% | +1,102.2% | +928.9% |
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