-16.5%
OTIS vs TXG
-62.8%
+46.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.2% |
| 6M | -17.3% | +235.2% | -252.6% | -27.2% |
| YTD | -19.6% | +320.5% | -340.1% | -31.0% |
| 1Y | -21.0% | +425.2% | -446.2% | -34.3% |
| 3Y | -12.1% | +42.9% | -55.0% | -18.1% |
| All | -16.5% | -62.8% | +46.3% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling