+69.1%
OTIS vs TSN
+46.7%
+22.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.6% |
| 7D | -3.0% | +3.0% | -6.0% | -3.5% |
| 30D | -6.0% | -4.2% | -1.8% | -5.4% |
| 3M | -0.9% | -3.9% | +3.0% | -0.3% |
| 6M | -17.3% | -9.8% | -7.5% | -16.1% |
| YTD | -19.6% | -7.3% | -12.3% | -18.9% |
| 1Y | -21.0% | -2.2% | -18.8% | -21.4% |
| 3Y | -12.1% | +11.9% | -24.0% | -15.5% |
| 5Y | -17.1% | -16.9% | -0.1% | -15.1% |
| All | +69.1% | +46.7% | +22.4% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling