+9.3%
OTIS vs TSLQ
-97.3%
+106.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.0% | +6.4% | -1.9% |
| 7D | -0.8% | -8.6% | +7.8% | -1.0% |
| 30D | -4.7% | -24.9% | +20.1% | -5.5% |
| 3M | +1.2% | -1.5% | +2.7% | +1.7% |
| 6M | -20.5% | -18.1% | -2.5% | -20.4% |
| YTD | -18.4% | -0.1% | -18.3% | -17.5% |
| 1Y | -18.1% | -51.4% | +33.3% | -19.3% |
| 3Y | -10.6% | -95.9% | +85.4% | -16.5% |
| All | +9.3% | -97.3% | +106.5% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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