-19.7%
TSCO vs OTIS
-12.3%
-7.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.3% |
| 7D | -5.7% | -3.0% | -2.7% | -4.4% |
| 30D | -8.8% | -6.0% | -2.7% | -6.1% |
| 3M | +6.3% | -0.9% | +7.2% | +6.7% |
| 6M | -32.3% | -17.3% | -14.9% | -26.1% |
| YTD | -32.7% | -19.6% | -13.1% | -25.9% |
| 1Y | -43.7% | -21.0% | -22.7% | -37.5% |
| 3Y | -19.7% | -12.1% | -7.6% | -21.4% |
| All | -19.7% | -12.3% | -7.4% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling