-10.1%
OTIS vs TXG
+406.9%
-417.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.4% | +0.5% | +3.9% |
| 7D | +9.5% | -19.3% | +28.8% | +9.4% |
| 30D | +21.1% | -30.9% | +52.0% | +21.4% |
| 3M | +9.0% | +41.1% | -32.1% | +7.0% |
| 6M | +6.4% | +211.9% | -205.4% | -0.4% |
| YTD | -7.1% | +314.0% | -321.1% | -13.4% |
| 1Y | -10.1% | +405.4% | -415.5% | -16.2% |
| All | -10.1% | +406.9% | -417.0% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling