+90.7%
OTIS vs TXT
+238.4%
-147.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +12.8% | +13.3% | -0.6% | +7.7% |
| 3M | +7.4% | -5.0% | +12.3% | +8.9% |
| 6M | +7.7% | -8.4% | +16.1% | +10.3% |
| YTD | -9.3% | -4.0% | -5.3% | -8.9% |
| 1Y | -12.1% | +2.8% | -14.9% | -13.9% |
| 3Y | +0.6% | +10.3% | -9.6% | -5.6% |
| 5Y | -1.1% | +9.2% | -10.2% | -8.7% |
| All | +90.7% | +238.4% | -147.7% | +17.8% |
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