+86.1%
OVV vs TYL
-20.5%
+106.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.5% | -3.3% |
| 7D | -14.9% | +15.1% | -30.0% | -18.0% |
| 30D | -0.9% | +30.1% | -31.0% | -7.7% |
| 3M | +5.6% | +40.4% | -34.8% | -3.7% |
| 6M | -2.5% | +31.3% | -33.8% | -10.2% |
| YTD | +57.8% | -5.2% | +63.0% | +58.6% |
| 1Y | +70.1% | -6.6% | +76.7% | +71.6% |
| 3Y | +35.1% | +3.4% | +31.7% | +27.8% |
| 5Y | +86.1% | -19.3% | +105.3% | +90.9% |
| All | +86.1% | -20.5% | +106.6% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling