-34.5%
TLT vs OTIS
-1.5%
-33.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.1% | -1.8% | -1.3% | -2.9% |
| 30D | +1.0% | +12.1% | -11.1% | -0.1% |
| 3M | -2.7% | +6.8% | -9.5% | -3.4% |
| 6M | -4.1% | +7.1% | -11.3% | -4.9% |
| YTD | -5.4% | -9.8% | +4.4% | -4.7% |
| 1Y | -7.0% | -12.6% | +5.6% | -6.1% |
| 3Y | +2.8% | +0.1% | +2.8% | +2.2% |
| All | -34.5% | -1.5% | -33.0% | -35.5% |
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