+637.8%
TSEM vs OTIS
-13.8%
+651.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -3.6% |
| 7D | +0.9% | -5.0% | +5.9% | +1.7% |
| 30D | -16.6% | -6.5% | -10.1% | -15.8% |
| 3M | -10.9% | -2.0% | -9.0% | -11.2% |
| 6M | +78.0% | -20.2% | +98.2% | +86.2% |
| YTD | +77.2% | -21.0% | +98.2% | +85.5% |
| 1Y | +207.6% | -20.9% | +228.4% | +221.9% |
| All | +637.8% | -13.8% | +651.6% | +608.1% |
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 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