-11.8%
OTIS vs TSN
+10.3%
-22.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -2.2% | -7.3% | +5.1% | -1.1% |
| 30D | -4.3% | -8.6% | +4.3% | -3.0% |
| 3M | -2.2% | -7.5% | +5.3% | -1.1% |
| 6M | -19.9% | -14.1% | -5.8% | -18.3% |
| YTD | -19.3% | -9.4% | -9.9% | -18.6% |
| 1Y | -19.6% | -4.1% | -15.5% | -19.9% |
| All | -11.8% | +10.3% | -22.1% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling