+39.2%
OVV vs TYL
+5.0%
+34.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.5% | -3.1% |
| 7D | -14.9% | +15.1% | -30.0% | -16.5% |
| 30D | -0.9% | +30.1% | -31.0% | -4.5% |
| 3M | +5.6% | +40.4% | -34.8% | +0.8% |
| 6M | -2.5% | +31.3% | -33.8% | -6.3% |
| YTD | +57.8% | -5.2% | +63.0% | +59.7% |
| 1Y | +70.1% | -6.6% | +76.7% | +72.5% |
| All | +39.2% | +5.0% | +34.2% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling