+986.3%
TSM vs OTIS
+97.1%
+889.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.0% |
| 7D | +2.7% | -0.7% | +3.5% | +3.0% |
| 30D | +3.6% | -2.0% | +5.6% | +4.2% |
| 3M | -3.4% | +2.6% | -5.9% | -4.6% |
| 6M | +20.6% | -20.9% | +41.5% | +29.9% |
| YTD | +41.9% | -17.1% | +59.0% | +50.0% |
| 1Y | +84.4% | -15.9% | +100.3% | +93.4% |
| 3Y | +380.2% | -12.7% | +393.0% | +388.0% |
| 5Y | +275.3% | -15.7% | +291.1% | +273.4% |
| All | +986.3% | +97.1% | +889.2% | +919.1% |
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 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