+45.9%
TEM vs OTIS
-26.5%
+72.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.1% |
| 7D | -9.2% | -5.0% | -4.1% | -6.7% |
| 30D | +5.5% | -6.5% | +12.0% | +9.0% |
| 3M | +18.7% | -2.0% | +20.7% | +19.1% |
| 6M | +15.4% | -20.2% | +35.6% | +30.2% |
| YTD | -0.5% | -21.0% | +20.4% | +12.4% |
| 1Y | -24.8% | -20.9% | -4.0% | -15.2% |
| All | +45.9% | -26.5% | +72.4% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling