+64.7%
OVV vs TXT
+4.6%
+60.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +2.9% |
| 7D | +1.2% | -0.8% | +2.0% | +1.1% |
| 30D | -2.5% | +13.4% | -15.9% | -1.3% |
| 3M | +0.5% | -2.5% | +3.0% | 0.0% |
| 6M | +8.5% | -6.2% | +14.7% | +7.9% |
| YTD | +64.5% | -1.3% | +65.8% | +60.8% |
| 1Y | +64.7% | +4.3% | +60.3% | +58.9% |
| All | +64.7% | +4.6% | +60.1% | +58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling