-18.5%
OTIS vs TSN
-18.6%
+0.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.3% |
| 7D | -5.0% | +1.4% | -6.4% | -5.3% |
| 30D | -6.5% | -6.2% | -0.3% | -5.4% |
| 3M | -2.0% | -5.7% | +3.7% | -1.0% |
| 6M | -20.2% | -11.4% | -8.8% | -18.7% |
| YTD | -21.0% | -8.2% | -12.8% | -20.2% |
| 1Y | -20.9% | -2.0% | -18.8% | -21.5% |
| 3Y | -13.3% | +11.9% | -25.2% | -17.4% |
| 5Y | -18.5% | -17.8% | -0.8% | -13.8% |
| All | -18.5% | -18.6% | +0.1% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling