-45.4%
TE vs OTIS
+93.9%
-139.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.6% | +11.6% | +10.6% |
| 7D | +18.2% | -0.8% | +19.0% | +18.5% |
| 30D | -13.5% | -4.7% | -8.8% | -11.9% |
| 3M | -44.6% | +1.2% | -45.8% | -45.5% |
| 6M | -24.7% | -20.5% | -4.2% | -17.7% |
| YTD | -24.3% | -18.4% | -5.8% | -18.9% |
| 1Y | +155.6% | -18.1% | +173.6% | +171.8% |
| 3Y | -18.3% | -10.6% | -7.7% | -14.9% |
| 5Y | -41.3% | -16.1% | -25.2% | -40.0% |
| All | -45.4% | +93.9% | -139.3% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling