+71.4%
OTIS vs TYL
+30.6%
+40.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.8% | -0.5% |
| 7D | -0.8% | -7.6% | +6.8% | +1.2% |
| 30D | -4.7% | +11.3% | -16.1% | -7.5% |
| 3M | +1.2% | +14.5% | -13.3% | -2.7% |
| 6M | -20.5% | -7.1% | -13.4% | -19.7% |
| YTD | -18.4% | -23.4% | +4.9% | -13.4% |
| 1Y | -18.1% | -38.6% | +20.5% | -7.3% |
| 3Y | -10.6% | -11.3% | +0.7% | -11.6% |
| 5Y | -16.1% | -28.0% | +11.9% | -13.9% |
| All | +71.4% | +30.6% | +40.9% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling