-4.5%
OTIS vs TLN
+733.8%
-738.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.4% |
| 7D | -3.0% | +22.3% | -25.2% | -2.7% |
| 30D | +14.0% | +1.2% | +12.8% | +14.1% |
| 3M | +4.9% | +5.9% | -1.0% | +5.1% |
| 6M | +5.4% | +3.2% | +2.1% | +5.5% |
| YTD | -10.2% | +3.2% | -13.4% | -10.0% |
| 1Y | -13.4% | +5.2% | -18.6% | -13.1% |
| 3Y | -0.7% | +606.3% | -607.0% | -13.2% |
| All | -4.5% | +733.8% | -738.3% | -16.9% |
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