+56.5%
OVV vs TCOM
-12.7%
+69.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +1.4% |
| 7D | -3.8% | -10.2% | +6.4% | -0.5% |
| 30D | +1.3% | -16.8% | +18.1% | +7.2% |
| 3M | +14.3% | -16.7% | +31.0% | +20.2% |
| 6M | +21.1% | -27.1% | +48.2% | +32.2% |
| YTD | +66.0% | -45.5% | +111.5% | +96.8% |
| 1Y | +59.3% | -45.9% | +105.2% | +88.8% |
| 3Y | +47.6% | +9.8% | +37.8% | +25.3% |
| 5Y | +162.0% | +23.8% | +138.2% | +90.9% |
| 10Y | +56.5% | -10.8% | +67.3% | +21.4% |
| All | +56.5% | -12.7% | +69.2% | +21.4% |
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