+48.2%
OVV vs TYL
+168.7%
-120.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | 0.0% |
| 7D | -16.7% | +6.7% | -23.3% | -18.4% |
| 30D | -1.5% | +26.5% | -28.0% | -8.5% |
| 3M | +1.6% | +37.3% | -35.7% | -8.2% |
| 6M | +2.0% | +31.2% | -29.1% | -7.5% |
| YTD | +56.8% | -7.4% | +64.2% | +57.1% |
| 1Y | +64.8% | -9.6% | +74.4% | +66.4% |
| 3Y | +38.3% | +1.9% | +36.4% | +30.6% |
| 5Y | +84.9% | -21.1% | +106.0% | +85.1% |
| All | +48.2% | +168.7% | -120.5% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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