+93.2%
OTIS vs TYL
+57.9%
+35.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.1% |
| 7D | +4.2% | +6.7% | -2.4% | +2.5% |
| 30D | +20.1% | +26.5% | -6.4% | +12.9% |
| 3M | +7.6% | +37.3% | -29.7% | -1.2% |
| 6M | +4.2% | +31.2% | -27.0% | -3.7% |
| YTD | -8.1% | -7.4% | -0.7% | -7.3% |
| 1Y | -11.5% | -9.6% | -1.9% | -10.1% |
| 3Y | +3.8% | +1.9% | +1.9% | -0.6% |
| 5Y | +5.0% | -21.1% | +26.1% | +5.3% |
| All | +93.2% | +57.9% | +35.3% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling