+74.2%
OTIS vs TXT
+219.8%
-145.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -0.7% | -4.8% | +4.0% | +1.0% |
| 30D | -2.0% | -10.6% | +8.6% | +1.9% |
| 3M | +2.6% | -13.2% | +15.7% | +7.4% |
| 6M | -20.9% | -20.3% | -0.6% | -14.7% |
| YTD | -17.1% | -9.3% | -7.9% | -14.8% |
| 1Y | -15.9% | -2.7% | -13.2% | -15.8% |
| 3Y | -12.7% | +1.4% | -14.1% | -15.5% |
| 5Y | -15.7% | +9.6% | -25.3% | -21.8% |
| All | +74.2% | +219.8% | -145.5% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling