+0.6%
OTIS vs TSN
+41.9%
-41.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.2% |
| 7D | -1.3% | -1.4% | +0.2% | -1.0% |
| 30D | +12.8% | +8.5% | +4.3% | +11.3% |
| 3M | +7.4% | +5.3% | +2.1% | +6.3% |
| 6M | +7.7% | -10.5% | +18.2% | +9.4% |
| YTD | -9.3% | +3.0% | -12.2% | -10.4% |
| 1Y | -12.1% | +12.1% | -24.2% | -14.9% |
| 3Y | +0.6% | +43.1% | -42.5% | -5.8% |
| All | +0.6% | +41.9% | -41.3% | -5.8% |
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