+49.6%
OVV vs TLN
+567.0%
-517.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +1.9% |
| 7D | -7.3% | +1.1% | -8.4% | -7.4% |
| 30D | -3.6% | -4.6% | +1.0% | -3.2% |
| 3M | -2.6% | +5.2% | -7.9% | -3.6% |
| 6M | +7.6% | -6.5% | +14.1% | +7.4% |
| YTD | +59.6% | -3.6% | +63.3% | +56.7% |
| 1Y | +62.2% | -8.2% | +70.5% | +60.2% |
| 3Y | +49.6% | +559.7% | -510.1% | +2.4% |
| All | +49.6% | +567.0% | -517.4% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling