+69.6%
OTIS vs TNA
+491.3%
-421.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.1% | -0.4% |
| 7D | -2.2% | -3.6% | +1.4% | -1.6% |
| 30D | -4.3% | -10.1% | +5.7% | -2.7% |
| 3M | -2.2% | +2.7% | -4.9% | -3.0% |
| 6M | -19.9% | +38.4% | -58.3% | -25.2% |
| YTD | -19.3% | +45.4% | -64.8% | -25.8% |
| 1Y | -19.6% | +55.9% | -75.5% | -27.6% |
| 3Y | -11.5% | +109.8% | -121.3% | -30.1% |
| 5Y | -16.8% | -22.5% | +5.7% | -27.0% |
| All | +69.6% | +491.3% | -421.7% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling