+54.9%
OVV vs TMF
-81.8%
+136.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +3.0% | +3.1% |
| 7D | +1.2% | -3.4% | +4.6% | +0.2% |
| 30D | -2.5% | +11.5% | -14.0% | +1.0% |
| 3M | +0.5% | -4.5% | +5.0% | -0.5% |
| 6M | +8.5% | -15.0% | +23.4% | +4.3% |
| YTD | +64.5% | -19.9% | +84.3% | +56.3% |
| 1Y | +64.7% | -26.6% | +91.2% | +52.6% |
| 3Y | +54.1% | -29.8% | +84.0% | +47.8% |
| 5Y | +95.4% | -88.2% | +183.6% | -8.4% |
| 10Y | +54.9% | -81.4% | +136.3% | +4.5% |
| All | +54.9% | -81.8% | +136.7% | +4.5% |
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