+171.6%
OVV vs TYL
+6,518.7%
-6,347.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -0.6% |
| 7D | +0.3% | -3.7% | +3.9% | +1.3% |
| 30D | +11.7% | +18.7% | -7.0% | +6.3% |
| 3M | +9.8% | +18.1% | -8.3% | +3.8% |
| 6M | +26.6% | -1.1% | +27.7% | +25.3% |
| YTD | +67.0% | -19.8% | +86.8% | +73.8% |
| 1Y | +55.9% | -34.3% | +90.2% | +71.4% |
| 3Y | +45.5% | -8.2% | +53.7% | +42.9% |
| 5Y | +157.3% | -25.4% | +182.8% | +162.9% |
| 10Y | +65.0% | +115.6% | -50.6% | +25.4% |
| All | +171.6% | +6,518.7% | -6,347.1% | -4.0% |
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