-25.8%
TE vs OTIS
-9.8%
-16.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.4% | -0.2% |
| 7D | +3.8% | +9.5% | -5.7% | +12.2% |
| 30D | -26.2% | +21.1% | -47.3% | -13.4% |
| 3M | -49.7% | +9.0% | -58.7% | -44.7% |
| 6M | -46.5% | +6.4% | -52.9% | -41.4% |
| YTD | -59.1% | -7.1% | -52.0% | -57.6% |
| 1Y | -25.8% | -10.1% | -15.7% | -25.9% |
| All | -25.8% | -9.8% | -16.0% | -25.9% |
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