-11.8%
OTIS vs TLN
+583.6%
-595.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.1% | -0.4% |
| 7D | -0.7% | +7.1% | -7.8% | -0.7% |
| 30D | -2.0% | -3.9% | +1.9% | -2.0% |
| 3M | +2.6% | -16.2% | +18.7% | +2.6% |
| 6M | -20.9% | -5.8% | -15.1% | -20.8% |
| YTD | -17.1% | -15.4% | -1.7% | -17.0% |
| 1Y | -15.9% | -16.7% | +0.8% | -15.8% |
| 3Y | -12.7% | +473.8% | -486.5% | -23.5% |
| All | -11.8% | +583.6% | -595.4% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling