+56.0%
OVV vs TXT
+89.4%
-33.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.4% |
| 7D | +8.0% | +0.1% | +7.9% | +7.8% |
| 30D | -2.0% | +13.3% | -15.4% | -12.5% |
| 3M | +5.4% | -5.0% | +10.4% | +7.7% |
| 6M | +14.3% | -8.4% | +22.7% | +17.7% |
| YTD | +69.4% | -4.0% | +73.4% | +63.2% |
| 1Y | +72.4% | +2.8% | +69.6% | +56.4% |
| 3Y | +58.4% | +10.3% | +48.1% | +29.5% |
| 5Y | +106.1% | +9.2% | +97.0% | +66.5% |
| All | +56.0% | +89.4% | -33.4% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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