-25.4%
TMUS vs OTIS
-18.7%
-6.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.2% |
| 7D | -5.3% | -2.2% | -3.2% | -4.9% |
| 30D | +0.1% | -4.3% | +4.4% | +0.9% |
| 3M | -0.6% | -2.2% | +1.6% | 0.0% |
| 6M | -17.5% | -19.9% | +2.4% | -16.0% |
| YTD | -11.3% | -19.3% | +8.1% | -9.9% |
| 1Y | -25.4% | -19.6% | -5.8% | -24.1% |
| All | -25.4% | -18.7% | -6.7% | -24.1% |
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