+912.6%
TSM vs OTIS
+115.8%
+796.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.0% |
| 7D | +6.2% | -1.3% | +7.5% | +6.6% |
| 30D | -7.3% | +12.8% | -20.1% | -10.9% |
| 3M | -7.1% | +7.4% | -14.5% | -9.6% |
| 6M | +0.2% | +7.7% | -7.5% | -2.9% |
| YTD | +32.2% | -9.3% | +41.5% | +35.3% |
| 1Y | +42.8% | -12.1% | +54.9% | +47.6% |
| 3Y | +330.4% | +0.6% | +329.8% | +315.4% |
| 5Y | +263.9% | -1.1% | +265.0% | +246.6% |
| All | +912.6% | +115.8% | +796.8% | +819.6% |
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