+49.0%
OVV vs TSLQ
-96.8%
+145.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.1% | +11.0% | -0.8% |
| 7D | -10.7% | +8.5% | -19.2% | -10.0% |
| 30D | -5.3% | -4.8% | -0.5% | -5.2% |
| 3M | +2.4% | -34.9% | +37.3% | +0.1% |
| 6M | +5.7% | -10.6% | +16.3% | +6.8% |
| YTD | +56.8% | -13.4% | +70.1% | +59.6% |
| 1Y | +59.3% | -25.9% | +85.2% | +60.0% |
| 3Y | +49.0% | -96.9% | +145.9% | +28.6% |
| All | +49.0% | -96.8% | +145.8% | +28.6% |
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