+1,405.5%
TSEM vs OTIS
+91.3%
+1,314.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.3% |
| 7D | -4.9% | -3.0% | -1.9% | -4.3% |
| 30D | -18.7% | -6.0% | -12.7% | -17.8% |
| 3M | -18.1% | -0.9% | -17.3% | -18.3% |
| 6M | +77.1% | -17.3% | +94.4% | +83.4% |
| YTD | +80.1% | -19.6% | +99.7% | +87.3% |
| 1Y | +220.4% | -21.0% | +241.4% | +234.4% |
| 3Y | +650.1% | -12.1% | +662.2% | +659.5% |
| 5Y | +628.9% | -17.1% | +646.0% | +639.7% |
| All | +1,405.5% | +91.3% | +1,314.2% | +1,375.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling