+158.7%
OVV vs TXG
-65.4%
+224.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.7% | -1.6% |
| 7D | -3.7% | +9.4% | -13.1% | -4.8% |
| 30D | +8.0% | +26.1% | -18.1% | +4.9% |
| 3M | +11.3% | +124.8% | -113.5% | -0.4% |
| 6M | +24.0% | +215.2% | -191.2% | +4.8% |
| YTD | +65.3% | +302.2% | -236.9% | +33.8% |
| 1Y | +60.2% | +370.9% | -310.8% | +24.9% |
| 3Y | +46.9% | +38.5% | +8.4% | +29.2% |
| 5Y | +158.7% | -64.4% | +223.1% | +129.3% |
| All | +158.7% | -65.4% | +224.1% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 5y: compounded portfolio wealth divided by compounded TXG 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…
5y analysis · Full analysis span regression · 6 months rolling