-18.5%
OTIS vs TECH
-42.4%
+23.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | -6.5% | 0.0% | -6.5% | -6.5% |
| 3M | -2.0% | +37.4% | -39.4% | -8.1% |
| 6M | -20.2% | +36.9% | -57.0% | -26.0% |
| YTD | -21.0% | +23.1% | -44.1% | -25.3% |
| 1Y | -20.9% | +42.2% | -63.1% | -27.9% |
| 3Y | -13.3% | +1.9% | -15.3% | -17.4% |
| 5Y | -18.5% | -42.9% | +24.4% | -12.0% |
| All | -18.5% | -42.4% | +23.9% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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