+46.9%
OVV vs TSLQ
-95.9%
+142.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.0% | +6.9% | -1.6% |
| 7D | -3.7% | -8.6% | +4.8% | -4.2% |
| 30D | +8.0% | -24.9% | +32.9% | +6.2% |
| 3M | +11.3% | -1.5% | +12.8% | +12.3% |
| 6M | +24.0% | -18.1% | +42.1% | +24.0% |
| YTD | +65.3% | -0.1% | +65.4% | +69.1% |
| 1Y | +60.2% | -51.4% | +111.5% | +54.1% |
| 3Y | +46.9% | -95.9% | +142.9% | +23.0% |
| All | +46.9% | -95.9% | +142.8% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling