+42.5%
OVV vs TCOM
+3.5%
+39.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -10.7% | +7.4% | -18.2% | -12.8% |
| 30D | -5.3% | +13.2% | -18.5% | -9.1% |
| 3M | +2.4% | -4.6% | +6.9% | +3.4% |
| 6M | +5.7% | -16.4% | +22.1% | +10.4% |
| YTD | +56.8% | -38.8% | +95.5% | +78.2% |
| 1Y | +59.3% | -37.3% | +96.6% | +79.5% |
| 3Y | +49.0% | +31.4% | +17.5% | +19.0% |
| 5Y | +88.1% | +45.5% | +42.6% | +29.4% |
| 10Y | +42.5% | +4.6% | +37.9% | +9.5% |
| All | +42.5% | +3.5% | +39.0% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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