-13.4%
OTIS vs TXT
+2.5%
-15.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | -3.0% | -1.1% | -1.9% | -2.7% |
| 30D | +14.0% | +13.3% | +0.7% | +9.2% |
| 3M | +4.9% | -5.1% | +10.0% | +6.7% |
| 6M | +5.4% | -7.1% | +12.5% | +7.3% |
| YTD | -10.2% | -3.2% | -7.0% | -9.5% |
| 1Y | -13.4% | +2.3% | -15.7% | -14.3% |
| All | -13.4% | +2.5% | -15.9% | -14.3% |
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 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