+98.9%
OVV vs TYL
-22.0%
+121.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | -7.3% | +4.3% | -11.6% | -8.3% |
| 30D | -3.6% | +28.0% | -31.5% | -9.8% |
| 3M | -2.6% | +32.3% | -35.0% | -9.9% |
| 6M | +7.6% | +29.9% | -22.3% | -0.7% |
| YTD | +59.6% | -7.1% | +66.7% | +61.2% |
| 1Y | +62.2% | -9.2% | +71.4% | +64.9% |
| 3Y | +49.6% | +0.7% | +48.9% | +42.6% |
| 5Y | +98.9% | -21.1% | +120.0% | +106.2% |
| All | +98.9% | -22.0% | +121.0% | +106.2% |
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