+45.1%
OVV vs TD
+303.3%
-258.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.2% |
| 7D | -7.3% | -0.7% | -6.6% | -6.9% |
| 30D | -3.6% | +7.6% | -11.2% | -12.6% |
| 3M | -2.6% | +3.0% | -5.7% | -7.8% |
| 6M | +7.6% | +16.8% | -9.3% | -14.9% |
| YTD | +59.6% | +34.3% | +25.3% | +2.7% |
| 1Y | +62.2% | +56.0% | +6.2% | -15.1% |
| 3Y | +49.6% | +132.4% | -82.7% | -56.9% |
| 5Y | +98.9% | +103.7% | -4.7% | -31.9% |
| 10Y | +45.1% | +299.2% | -254.0% | -63.9% |
| All | +45.1% | +303.3% | -258.1% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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