+59.3%
OVV vs TSLQ
-50.7%
+110.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -3.8% | -8.0% | +4.2% | -3.5% |
| 30D | +1.3% | -23.8% | +25.1% | +2.2% |
| 3M | +14.3% | -7.0% | +21.4% | +13.9% |
| 6M | +21.1% | -17.1% | +38.2% | +21.1% |
| YTD | +66.0% | +0.1% | +66.0% | +66.2% |
| 1Y | +59.3% | -51.2% | +110.5% | +54.9% |
| All | +59.3% | -50.7% | +110.0% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling