+43.0%
TMUS vs OTIS
-14.6%
+57.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | -0.3% | -0.8% | +0.5% | 0.0% |
| 30D | +3.1% | -4.7% | +7.9% | +4.6% |
| 3M | +2.4% | +1.2% | +1.2% | +2.0% |
| 6M | -17.1% | -20.5% | +3.4% | -11.3% |
| YTD | -9.1% | -18.4% | +9.4% | -3.8% |
| 1Y | -23.6% | -18.1% | -5.5% | -19.4% |
| 3Y | +38.8% | -10.6% | +49.4% | +39.1% |
| 5Y | +43.0% | -16.1% | +59.0% | +40.1% |
| All | +43.0% | -14.6% | +57.5% | +40.1% |
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 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