-34.9%
TLT vs OTIS
-17.1%
-17.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -0.3% | -2.2% | +1.9% | -0.1% |
| 30D | 0.0% | -4.3% | +4.3% | +0.4% |
| 3M | -2.9% | -2.2% | -0.7% | -2.7% |
| 6M | -6.3% | -19.9% | +13.6% | -4.5% |
| YTD | -3.3% | -19.3% | +16.0% | -1.7% |
| 1Y | -4.2% | -19.6% | +15.4% | -2.6% |
| 3Y | -1.7% | -11.5% | +9.9% | -1.1% |
| 5Y | -34.9% | -16.8% | -18.1% | -35.7% |
| All | -34.9% | -17.1% | -17.8% | -35.7% |
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