+69.6%
OTIS vs TENB
+102.2%
-32.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.2% | -1.7% | -0.5% | -2.0% |
| 30D | -4.3% | -8.3% | +3.9% | -3.6% |
| 3M | -2.2% | +26.2% | -28.3% | -5.7% |
| 6M | -19.9% | +60.2% | -80.1% | -25.6% |
| YTD | -19.3% | +43.1% | -62.4% | -24.2% |
| 1Y | -19.6% | +9.4% | -28.9% | -21.6% |
| 3Y | -11.5% | -23.9% | +12.3% | -10.6% |
| 5Y | -16.8% | -28.2% | +11.5% | -17.7% |
| All | +69.6% | +102.2% | -32.7% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling