+144.9%
TSCO vs OTIS
+87.9%
+57.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.7% |
| 7D | -3.1% | -5.0% | +1.9% | -1.3% |
| 30D | -4.4% | -6.5% | +2.1% | -2.0% |
| 3M | +9.7% | -2.0% | +11.6% | +10.4% |
| 6M | -32.4% | -20.2% | -12.2% | -26.9% |
| YTD | -31.7% | -21.0% | -10.7% | -25.9% |
| 1Y | -41.3% | -20.9% | -20.4% | -36.4% |
| 3Y | -18.3% | -13.3% | -5.0% | -14.5% |
| 5Y | -10.3% | -18.5% | +8.3% | -7.4% |
| All | +144.9% | +87.9% | +57.0% | +146.7% |
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