-16.5%
OTIS vs TNA
-23.3%
+6.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.6% |
| 7D | -3.0% | -7.3% | +4.3% | -1.7% |
| 30D | -6.0% | -14.2% | +8.2% | -3.6% |
| 3M | -0.9% | -4.6% | +3.7% | -0.4% |
| 6M | -17.3% | +36.9% | -54.3% | -22.7% |
| YTD | -19.6% | +42.5% | -62.1% | -25.8% |
| 1Y | -21.0% | +45.8% | -66.8% | -28.1% |
| 3Y | -12.1% | +104.7% | -116.7% | -31.1% |
| All | -16.5% | -23.3% | +6.8% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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