+74.2%
OTIS vs TSN
+42.4%
+31.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -0.7% | -6.3% | +5.6% | +0.4% |
| 30D | -2.0% | -10.8% | +8.8% | +0.1% |
| 3M | +2.6% | -8.8% | +11.3% | +4.2% |
| 6M | -20.9% | -16.8% | -4.1% | -18.4% |
| YTD | -17.1% | -10.0% | -7.1% | -16.0% |
| 1Y | -15.9% | -5.3% | -10.6% | -15.8% |
| 3Y | -12.7% | +8.5% | -21.3% | -15.6% |
| 5Y | -15.7% | -22.9% | +7.2% | -12.6% |
| All | +74.2% | +42.4% | +31.9% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling