+107.4%
OVV vs TCOM
+2,694.8%
-2,587.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.5% |
| 7D | +0.3% | -9.5% | +9.8% | +2.7% |
| 30D | +11.7% | -10.7% | +22.5% | +14.8% |
| 3M | +9.8% | -14.6% | +24.4% | +13.5% |
| 6M | +26.6% | -19.3% | +45.9% | +32.0% |
| YTD | +67.0% | -42.9% | +110.0% | +88.0% |
| 1Y | +55.9% | -43.8% | +99.7% | +76.0% |
| 3Y | +45.5% | +2.1% | +43.4% | +34.7% |
| 5Y | +157.3% | +31.2% | +126.1% | +108.6% |
| 10Y | +65.0% | -13.9% | +78.9% | +48.8% |
| All | +107.4% | +2,694.8% | -2,587.4% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling