+48.2%
OVV vs TMF
-84.4%
+132.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.7% |
| 7D | -16.7% | +1.2% | -17.9% | -16.3% |
| 30D | -1.5% | +19.7% | -21.2% | +4.3% |
| 3M | +1.6% | -2.1% | +3.7% | +1.4% |
| 6M | +2.0% | -13.4% | +15.5% | -1.4% |
| YTD | +56.8% | -16.7% | +73.5% | +50.8% |
| 1Y | +64.8% | -23.3% | +88.2% | +54.8% |
| 3Y | +38.3% | -24.8% | +63.1% | +35.8% |
| 5Y | +84.9% | -88.0% | +172.9% | -12.8% |
| All | +48.2% | -84.4% | +132.6% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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