+140.3%
TMUS vs OTIS
+97.1%
+43.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +5.3% | -2.0% | +7.2% | +5.8% |
| 3M | +3.1% | +2.6% | +0.6% | +2.3% |
| 6M | -16.5% | -20.9% | +4.5% | -11.2% |
| YTD | -9.2% | -17.1% | +7.9% | -4.8% |
| 1Y | -26.5% | -15.9% | -10.6% | -23.4% |
| 3Y | +39.0% | -12.7% | +51.8% | +41.7% |
| 5Y | +40.4% | -15.7% | +56.1% | +40.7% |
| All | +140.3% | +97.1% | +43.2% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling