+148.6%
TE vs OTIS
-14.9%
+163.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.1% |
| 7D | -4.0% | -0.7% | -3.2% | -4.4% |
| 30D | -15.9% | -2.0% | -13.9% | -16.8% |
| 3M | -60.5% | +2.6% | -63.1% | -59.9% |
| 6M | -35.2% | -20.9% | -14.3% | -41.6% |
| YTD | -31.1% | -17.1% | -14.0% | -35.1% |
| 1Y | +148.6% | -15.9% | +164.6% | +131.3% |
| All | +148.6% | -14.9% | +163.6% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 1y: compounded portfolio wealth divided by compounded OTIS 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…
1y analysis · Full analysis span regression · 6 months rolling