-4.0%
OTIS vs TLN
+716.6%
-720.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -0.7% |
| 7D | -2.9% | +15.9% | -18.8% | -2.7% |
| 30D | +16.1% | -0.3% | +16.4% | +16.2% |
| 3M | +6.7% | +5.8% | +0.9% | +6.9% |
| 6M | +6.0% | -1.2% | +7.2% | +6.1% |
| YTD | -9.8% | +1.0% | -10.8% | -9.6% |
| 1Y | -12.3% | +1.1% | -13.5% | -12.1% |
| 3Y | -0.2% | +591.7% | -592.0% | -12.8% |
| All | -4.0% | +716.6% | -720.6% | -16.5% |
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