+76.5%
TXN vs OTIS
-12.3%
+88.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +2.9% |
| 7D | +4.0% | -3.0% | +6.9% | +5.6% |
| 30D | -2.9% | -6.0% | +3.2% | +0.2% |
| 3M | -9.1% | -0.9% | -8.2% | -9.4% |
| 6M | +36.6% | -17.3% | +54.0% | +50.9% |
| YTD | +57.5% | -19.6% | +77.0% | +75.5% |
| 1Y | +49.5% | -21.0% | +70.6% | +68.1% |
| 3Y | +76.5% | -12.1% | +88.6% | +76.2% |
| All | +76.5% | -12.3% | +88.8% | +76.2% |
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 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