-17.1%
OVV vs TMF
-68.9%
+51.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.6% |
| 7D | +0.3% | -1.4% | +1.7% | -0.1% |
| 30D | +11.7% | -2.8% | +14.6% | +11.0% |
| 3M | +9.8% | -10.9% | +20.7% | +6.8% |
| 6M | +26.6% | -21.3% | +47.9% | +19.5% |
| YTD | +67.0% | -15.9% | +82.9% | +61.1% |
| 1Y | +55.9% | -15.7% | +71.7% | +51.2% |
| 3Y | +45.5% | -43.4% | +88.9% | +30.8% |
| 5Y | +157.3% | -87.8% | +245.1% | +49.4% |
| 10Y | +65.0% | -86.7% | +151.7% | +24.8% |
| All | -17.1% | -68.9% | +51.7% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling