-15.9%
OTIS vs TXT
+12.9%
-28.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.9% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -4.7% | -11.1% | +6.3% | -0.1% |
| 3M | +1.2% | -13.0% | +14.2% | +6.6% |
| 6M | -20.5% | -16.2% | -4.3% | -15.1% |
| YTD | -18.4% | -8.7% | -9.7% | -16.1% |
| 1Y | -18.1% | -3.8% | -14.3% | -17.8% |
| 3Y | -10.6% | +5.5% | -16.1% | -16.3% |
| All | -15.9% | +12.9% | -28.8% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling