-56.8%
TSLL vs OTIS
+7.7%
-64.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.7% | +9.3% | +9.1% |
| 7D | -21.2% | +4.2% | -25.5% | -23.6% |
| 30D | -13.3% | +20.1% | -33.4% | -24.7% |
| 3M | +15.4% | +7.6% | +7.8% | +8.3% |
| 6M | -34.2% | +4.2% | -38.4% | -37.4% |
| YTD | -52.9% | -8.1% | -44.8% | -50.8% |
| 1Y | -54.3% | -11.5% | -42.8% | -50.7% |
| 3Y | -18.4% | +3.8% | -22.2% | -30.3% |
| All | -56.8% | +7.7% | -64.5% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling