+407.0%
TSM vs OTIS
-12.0%
+419.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +4.8% | -2.2% | +6.9% | +5.3% |
| 30D | +4.0% | -4.3% | +8.4% | +5.0% |
| 3M | +2.0% | -2.2% | +4.2% | +2.1% |
| 6M | +25.5% | -19.9% | +45.4% | +32.9% |
| YTD | +44.0% | -19.3% | +63.3% | +51.8% |
| 1Y | +75.4% | -19.6% | +95.0% | +84.5% |
| All | +407.0% | -12.0% | +419.0% | +350.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling