+123.8%
TMUS vs OTIS
+116.3%
+7.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +9.5% | +1.7% | +7.8% | +9.0% |
| 30D | +13.8% | +18.5% | -4.7% | +8.6% |
| 3M | -4.6% | +7.9% | -12.4% | -6.6% |
| 6M | -11.7% | +5.7% | -17.4% | -13.2% |
| YTD | -15.4% | -9.1% | -6.3% | -13.7% |
| 1Y | -16.1% | -11.6% | -4.6% | -13.8% |
| 3Y | +20.5% | +0.6% | +19.9% | +17.9% |
| 5Y | +48.7% | +1.8% | +46.9% | +42.3% |
| All | +123.8% | +116.3% | +7.6% | +89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling