-33.5%
TEM vs OTIS
-19.7%
-13.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.1% |
| 7D | -8.7% | -3.0% | -5.7% | -8.2% |
| 30D | +8.1% | -6.0% | +14.1% | +8.7% |
| 3M | +19.0% | -0.9% | +19.9% | +18.7% |
| 6M | +12.0% | -17.3% | +29.3% | +18.1% |
| YTD | -0.1% | -19.6% | +19.5% | +5.8% |
| 1Y | -33.5% | -21.0% | -12.5% | -28.6% |
| All | -33.5% | -19.7% | -13.8% | -28.6% |
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 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