-50.2%
TE vs OTIS
+91.3%
-141.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | -0.1% |
| 7D | +0.2% | -3.0% | +3.2% | +1.4% |
| 30D | -5.9% | -6.0% | +0.1% | -3.6% |
| 3M | -45.6% | -0.9% | -44.7% | -46.0% |
| 6M | -43.4% | -17.3% | -26.0% | -39.1% |
| YTD | -31.0% | -19.6% | -11.4% | -25.7% |
| 1Y | +145.2% | -21.0% | +166.2% | +165.6% |
| 3Y | -24.1% | -12.1% | -12.0% | -20.4% |
| 5Y | -48.1% | -17.1% | -31.1% | -46.7% |
| All | -50.2% | +91.3% | -141.5% | -50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling