+74.2%
OTIS vs TYL
+36.7%
+37.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.6% |
| 7D | -0.7% | -3.7% | +2.9% | +0.2% |
| 30D | -2.0% | +18.7% | -20.7% | -6.4% |
| 3M | +2.6% | +18.1% | -15.6% | -2.2% |
| 6M | -20.9% | -1.1% | -19.8% | -21.4% |
| YTD | -17.1% | -19.8% | +2.7% | -13.0% |
| 1Y | -15.9% | -34.3% | +18.4% | -6.5% |
| 3Y | -12.7% | -8.2% | -4.5% | -14.4% |
| 5Y | -15.7% | -25.4% | +9.7% | -14.3% |
| All | +74.2% | +36.7% | +37.6% | +28.2% |
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