-52.1%
TSLL vs OTIS
+7.4%
-59.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.2% | +11.1% | +11.1% |
| 7D | -14.3% | +0.5% | -14.8% | -14.8% |
| 30D | -6.2% | +19.4% | -25.6% | -18.2% |
| 3M | +21.2% | +7.1% | +14.1% | +14.1% |
| 6M | -36.6% | +6.6% | -43.1% | -40.7% |
| YTD | -47.8% | -8.3% | -39.5% | -45.4% |
| 1Y | -45.2% | -11.6% | -33.6% | -40.9% |
| 3Y | -3.3% | +3.1% | -6.4% | -16.9% |
| All | -52.1% | +7.4% | -59.5% | -59.1% |
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 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