+36.0%
TSM vs OTIS
-9.8%
+45.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -1.6% |
| 7D | -10.0% | +9.5% | -19.5% | -8.6% |
| 30D | -18.5% | +21.1% | -39.7% | -16.8% |
| 3M | -4.9% | +9.0% | -13.9% | -3.3% |
| 6M | -1.0% | +6.4% | -7.4% | +1.1% |
| YTD | +31.3% | -7.1% | +38.4% | +35.0% |
| 1Y | +36.0% | -10.1% | +46.1% | +36.2% |
| All | +36.0% | -9.8% | +45.8% | +36.2% |
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 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