-14.2%
OTIS vs TLN
+589.3%
-603.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.1% |
| 7D | -2.2% | +5.8% | -8.0% | -2.2% |
| 30D | -4.3% | -6.9% | +2.5% | -4.3% |
| 3M | -2.2% | -10.9% | +8.7% | -2.2% |
| 6M | -19.9% | -4.6% | -15.3% | -19.8% |
| YTD | -19.3% | -14.7% | -4.6% | -19.3% |
| 1Y | -19.6% | -17.9% | -1.6% | -19.5% |
| 3Y | -11.5% | +483.9% | -495.4% | -22.6% |
| All | -14.2% | +589.3% | -603.5% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling