-21.7%
OVV vs TMF
-69.1%
+47.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.4% | -2.7% |
| 7D | -14.9% | +2.7% | -17.6% | -14.2% |
| 30D | -0.9% | +19.3% | -20.2% | +4.4% |
| 3M | +5.6% | -3.7% | +9.2% | +4.9% |
| 6M | -2.5% | -11.3% | +8.8% | -4.8% |
| YTD | +57.8% | -16.6% | +74.4% | +52.3% |
| 1Y | +70.1% | -21.1% | +91.2% | +61.7% |
| 3Y | +35.1% | -26.8% | +62.0% | +31.4% |
| 5Y | +86.1% | -88.0% | +174.1% | +6.8% |
| 10Y | +55.5% | -84.7% | +140.2% | +22.3% |
| All | -21.7% | -69.1% | +47.4% | -11.4% |
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 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