+69.1%
OTIS vs TXT
+227.7%
-158.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.0% |
| 7D | -3.0% | +2.5% | -5.4% | -3.8% |
| 30D | -6.0% | -8.9% | +2.8% | -2.9% |
| 3M | -0.9% | -13.6% | +12.7% | +4.0% |
| 6M | -17.3% | -13.1% | -4.2% | -13.5% |
| YTD | -19.6% | -7.0% | -12.5% | -18.0% |
| 1Y | -21.0% | -1.4% | -19.6% | -21.3% |
| 3Y | -12.1% | +7.0% | -19.0% | -16.5% |
| 5Y | -17.1% | +15.4% | -32.5% | -24.4% |
| All | +69.1% | +227.7% | -158.6% | +6.0% |
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