+156.7%
OVV vs TYL
+7,724.9%
-7,568.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.5% | -3.3% |
| 7D | -14.9% | +15.1% | -30.0% | -18.4% |
| 30D | -0.9% | +30.1% | -31.0% | -8.4% |
| 3M | +5.6% | +40.4% | -34.8% | -4.6% |
| 6M | -2.5% | +31.3% | -33.8% | -11.1% |
| YTD | +57.8% | -5.2% | +63.0% | +55.9% |
| 1Y | +70.1% | -6.6% | +76.7% | +68.6% |
| 3Y | +35.1% | +3.4% | +31.7% | +28.0% |
| 5Y | +86.1% | -19.3% | +105.3% | +85.3% |
| 10Y | +55.5% | +178.1% | -122.6% | +9.6% |
| All | +156.7% | +7,724.9% | -7,568.2% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling