+48.2%
TTWO vs OTIS
-12.3%
+60.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.0% |
| 7D | +0.4% | -3.0% | +3.3% | +0.9% |
| 30D | -11.3% | -6.0% | -5.3% | -10.3% |
| 3M | +1.6% | -0.9% | +2.5% | +1.7% |
| 6M | +2.1% | -17.3% | +19.4% | +5.6% |
| YTD | -15.8% | -19.6% | +3.7% | -12.7% |
| 1Y | -12.6% | -21.0% | +8.4% | -9.0% |
| 3Y | +48.2% | -12.1% | +60.3% | +35.9% |
| All | +48.2% | -12.3% | +60.5% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling