-20.9%
OTIS vs TXT
-1.4%
-19.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.7% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | -6.5% | -10.2% | +3.7% | -3.1% |
| 3M | -2.0% | -13.3% | +11.3% | +2.2% |
| 6M | -20.2% | -14.4% | -5.8% | -16.5% |
| YTD | -21.0% | -9.1% | -11.9% | -18.3% |
| 1Y | -20.9% | -2.2% | -18.7% | -19.6% |
| All | -20.9% | -1.4% | -19.5% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling