+316.0%
TEL vs OTIS
+91.8%
+224.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.4% |
| 7D | +1.2% | -2.2% | +3.4% | +2.3% |
| 30D | -4.1% | -4.3% | +0.2% | -2.1% |
| 3M | -2.6% | -2.2% | -0.4% | -1.7% |
| 6M | 0.0% | -19.9% | +19.9% | +11.2% |
| YTD | -9.1% | -19.3% | +10.3% | +0.1% |
| 1Y | -0.8% | -19.6% | +18.7% | +9.1% |
| 3Y | +67.4% | -11.5% | +78.9% | +67.6% |
| 5Y | +51.8% | -16.8% | +68.5% | +53.8% |
| All | +316.0% | +91.8% | +224.2% | +214.9% |
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 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