+84.4%
OVV vs TPG
+74.1%
+10.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.0% |
| 7D | -1.7% | -9.4% | +7.8% | +1.4% |
| 30D | +0.8% | -5.3% | +6.0% | +2.1% |
| 3M | +13.3% | +12.9% | +0.3% | +7.5% |
| 6M | +16.9% | +20.1% | -3.2% | +7.4% |
| YTD | +64.3% | -22.5% | +86.8% | +76.4% |
| 1Y | +54.2% | -19.7% | +73.9% | +61.9% |
| 3Y | +51.3% | +81.2% | -29.9% | +14.0% |
| All | +84.4% | +74.1% | +10.3% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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