+69.6%
OTIS vs TXG
+17.9%
+51.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.3% |
| 7D | -2.2% | +9.1% | -11.3% | -3.0% |
| 30D | -4.3% | +14.9% | -19.2% | -5.7% |
| 3M | -2.2% | +120.0% | -122.1% | -10.1% |
| 6M | -19.9% | +221.8% | -241.7% | -29.5% |
| YTD | -19.3% | +312.6% | -331.9% | -31.1% |
| 1Y | -19.6% | +398.4% | -418.0% | -33.2% |
| 3Y | -11.5% | +42.1% | -53.6% | -18.3% |
| 5Y | -16.8% | -63.5% | +46.7% | -16.1% |
| All | +69.6% | +17.9% | +51.7% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling