-20.8%
TSLL vs OTIS
-17.7%
-3.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.6% | +9.5% | +7.5% |
| 7D | +5.8% | -0.8% | +6.6% | +5.6% |
| 30D | +21.7% | -4.7% | +26.4% | +20.4% |
| 3M | -28.2% | +1.2% | -29.5% | -28.1% |
| 6M | -29.5% | -20.5% | -8.9% | -31.4% |
| YTD | -47.5% | -18.4% | -29.1% | -47.9% |
| 1Y | -20.8% | -18.1% | -2.7% | -19.5% |
| All | -20.8% | -17.7% | -3.1% | -19.5% |
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 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