+945.5%
TSEM vs OTIS
+115.8%
+829.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.0% | -8.0% | -7.1% |
| 7D | +7.0% | -1.3% | +8.2% | +7.1% |
| 30D | -29.8% | +12.8% | -42.6% | -31.3% |
| 3M | -41.9% | +7.4% | -49.3% | -42.8% |
| 6M | -45.8% | +7.7% | -53.5% | -46.7% |
| YTD | +25.1% | -9.3% | +34.4% | +27.0% |
| 1Y | +48.2% | -12.1% | +60.3% | +51.5% |
| 3Y | +476.5% | +0.6% | +475.9% | +468.5% |
| 5Y | +301.4% | -1.1% | +302.5% | +295.4% |
| All | +945.5% | +115.8% | +829.7% | +900.4% |
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 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