-10.1%
OTIS vs TLN
-17.6%
+7.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -8.5% | +12.4% | +3.7% |
| 7D | +9.5% | -6.0% | +15.5% | +9.4% |
| 30D | +21.1% | -1.5% | +22.6% | +20.7% |
| 3M | +9.0% | -3.9% | +12.9% | +8.8% |
| 6M | +6.4% | -15.0% | +21.5% | +6.1% |
| YTD | -7.1% | -12.8% | +5.7% | -6.8% |
| 1Y | -10.1% | -17.3% | +7.2% | -10.0% |
| All | -10.1% | -17.6% | +7.5% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling