+88.8%
OTIS vs TXT
+241.0%
-152.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | -3.0% | -1.1% | -1.9% | -2.6% |
| 30D | +14.0% | +13.3% | +0.7% | +8.8% |
| 3M | +4.9% | -5.1% | +10.0% | +6.5% |
| 6M | +5.4% | -7.1% | +12.5% | +7.4% |
| YTD | -10.2% | -3.2% | -7.0% | -10.0% |
| 1Y | -13.4% | +2.3% | -15.7% | -15.0% |
| 3Y | -0.7% | +11.1% | -11.8% | -7.1% |
| 5Y | -2.1% | +10.0% | -12.1% | -9.8% |
| All | +88.8% | +241.0% | -152.3% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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