+94.6%
OVV vs TCOM
+2,899.8%
-2,805.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -10.7% | +7.4% | -18.2% | -12.4% |
| 30D | -5.3% | +13.2% | -18.5% | -8.3% |
| 3M | +2.4% | -4.6% | +6.9% | +3.1% |
| 6M | +5.7% | -16.4% | +22.1% | +9.3% |
| YTD | +56.8% | -38.8% | +95.5% | +72.9% |
| 1Y | +59.3% | -37.3% | +96.6% | +74.5% |
| 3Y | +49.0% | +31.4% | +17.5% | +29.3% |
| 5Y | +88.1% | +45.5% | +42.6% | +48.4% |
| 10Y | +42.5% | +4.6% | +37.9% | +22.8% |
| All | +94.6% | +2,899.8% | -2,805.1% | -12.1% |
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