+288.2%
TSM vs OTIS
-16.2%
+304.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +3.0% |
| 7D | +6.0% | -0.8% | +6.8% | +6.3% |
| 30D | +4.5% | -4.7% | +9.3% | +6.5% |
| 3M | +3.1% | +1.2% | +1.9% | +1.9% |
| 6M | +30.2% | -20.5% | +50.7% | +43.2% |
| YTD | +45.2% | -18.4% | +63.7% | +57.3% |
| 1Y | +79.6% | -18.1% | +97.6% | +93.2% |
| 3Y | +411.0% | -10.6% | +421.5% | +397.8% |
| All | +288.2% | -16.2% | +304.4% | +272.0% |
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