-23.4%
TSLL vs OTIS
-14.9%
-8.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.5% | -11.9% |
| 7D | +1.9% | -0.7% | +2.6% | +1.7% |
| 30D | +17.8% | -2.0% | +19.8% | +17.1% |
| 3M | -37.0% | +2.6% | -39.6% | -36.7% |
| 6M | -37.7% | -20.9% | -16.7% | -39.4% |
| YTD | -51.4% | -17.1% | -34.3% | -51.5% |
| 1Y | -23.4% | -15.9% | -7.5% | -23.1% |
| All | -23.4% | -14.9% | -8.4% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling