+69.1%
OTIS vs TXG
+20.2%
+48.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +1.5% |
| 7D | -3.0% | +9.5% | -12.4% | -3.8% |
| 30D | -6.0% | +18.8% | -24.8% | -7.6% |
| 3M | -0.9% | +136.1% | -137.0% | -9.5% |
| 6M | -17.3% | +235.2% | -252.6% | -27.6% |
| YTD | -19.6% | +320.5% | -340.1% | -31.4% |
| 1Y | -21.0% | +425.2% | -446.2% | -34.7% |
| 3Y | -12.1% | +42.9% | -55.0% | -18.9% |
| 5Y | -17.1% | -62.8% | +45.7% | -16.6% |
| All | +69.1% | +20.2% | +48.9% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling