-51.7%
TSLL vs OTIS
+6.5%
-58.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.5% |
| 7D | -11.0% | +1.7% | -12.7% | -12.3% |
| 30D | -5.3% | +18.5% | -23.8% | -17.0% |
| 3M | +20.8% | +7.9% | +12.9% | +13.0% |
| 6M | -36.0% | +5.7% | -41.7% | -39.8% |
| YTD | -47.3% | -9.1% | -38.2% | -44.6% |
| 1Y | -48.4% | -11.6% | -36.9% | -44.5% |
| 3Y | -5.4% | +0.6% | -6.0% | -16.6% |
| All | -51.7% | +6.5% | -58.2% | -58.5% |
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