-47.2%
TSLL vs OTIS
+5.2%
-52.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.8% | +3.7% |
| 7D | +33.0% | -3.0% | +35.9% | +35.5% |
| 30D | +7.7% | +14.0% | -6.3% | -2.9% |
| 3M | +34.7% | +4.9% | +29.8% | +28.6% |
| 6M | -31.5% | +5.4% | -36.9% | -35.6% |
| YTD | -42.4% | -10.2% | -32.2% | -38.9% |
| 1Y | -39.7% | -13.4% | -26.3% | -34.0% |
| 3Y | +3.4% | -0.7% | +4.1% | -8.0% |
| All | -47.2% | +5.2% | -52.4% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling