-18.5%
OTIS vs TENB
-32.3%
+13.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.8% | -1.5% |
| 7D | -5.0% | -7.1% | +2.1% | -4.3% |
| 30D | -6.5% | -15.4% | +8.9% | -5.1% |
| 3M | -2.0% | +19.5% | -21.5% | -4.7% |
| 6M | -20.2% | +54.8% | -75.0% | -25.3% |
| YTD | -21.0% | +36.1% | -57.1% | -25.0% |
| 1Y | -20.9% | +7.0% | -27.8% | -22.4% |
| 3Y | -13.3% | -27.6% | +14.2% | -11.6% |
| 5Y | -18.5% | -30.5% | +11.9% | -20.0% |
| All | -18.5% | -32.3% | +13.8% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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