+42.5%
OVV vs TYL
+174.6%
-132.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | -10.7% | +3.5% | -14.3% | -11.8% |
| 30D | -5.3% | +26.9% | -32.2% | -12.1% |
| 3M | +2.4% | +33.8% | -31.4% | -6.7% |
| 6M | +5.7% | +28.8% | -23.2% | -3.6% |
| YTD | +56.8% | -7.9% | +64.6% | +57.3% |
| 1Y | +59.3% | -9.8% | +69.0% | +60.8% |
| 3Y | +49.0% | +1.2% | +47.8% | +41.0% |
| 5Y | +88.1% | -22.8% | +110.9% | +89.8% |
| 10Y | +42.5% | +168.8% | -126.3% | -10.5% |
| All | +42.5% | +174.6% | -132.0% | -10.5% |
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