-15.9%
OTIS vs TLN
+571.8%
-587.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -2.0% |
| 7D | -5.0% | +2.0% | -7.0% | -5.0% |
| 30D | -6.5% | -12.9% | +6.5% | -6.5% |
| 3M | -2.0% | -7.4% | +5.5% | -1.9% |
| 6M | -20.2% | -6.0% | -14.1% | -20.1% |
| YTD | -21.0% | -16.9% | -4.1% | -20.9% |
| 1Y | -20.9% | -22.6% | +1.8% | -20.8% |
| 3Y | -13.3% | +469.0% | -482.4% | -24.2% |
| All | -15.9% | +571.8% | -587.7% | -27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling