+145.2%
TE vs OTIS
-19.7%
+165.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +1.6% |
| 7D | +0.2% | -3.0% | +3.2% | -1.5% |
| 30D | -5.9% | -6.0% | +0.1% | -9.2% |
| 3M | -45.6% | -0.9% | -44.7% | -45.7% |
| 6M | -43.4% | -17.3% | -26.0% | -47.1% |
| YTD | -31.0% | -19.6% | -11.4% | -36.2% |
| 1Y | +145.2% | -21.0% | +166.2% | +147.5% |
| All | +145.2% | -19.7% | +165.0% | +147.5% |
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