+94.7%
OVV vs TCOM
+2,922.3%
-2,827.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -16.7% | +12.1% | -28.7% | -19.1% |
| 30D | -1.5% | +16.5% | -18.0% | -5.3% |
| 3M | +1.6% | -4.0% | +5.6% | +2.2% |
| 6M | +2.0% | -18.5% | +20.5% | +6.2% |
| YTD | +56.8% | -38.3% | +95.1% | +72.6% |
| 1Y | +64.8% | -36.6% | +101.4% | +80.1% |
| 3Y | +38.3% | +31.1% | +7.1% | +20.1% |
| 5Y | +84.9% | +47.6% | +37.3% | +45.3% |
| 10Y | +54.5% | +5.1% | +49.5% | +32.9% |
| All | +94.7% | +2,922.3% | -2,827.6% | -12.2% |
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