+88.5%
TFC vs OVV
+50.1%
+38.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +1.2% | -16.7% | +17.9% | +5.6% |
| 30D | +8.3% | -1.5% | +9.8% | +8.4% |
| 3M | -5.2% | +1.6% | -6.7% | -6.1% |
| 6M | -0.8% | +2.0% | -2.8% | -2.4% |
| YTD | +3.4% | +56.8% | -53.4% | -9.5% |
| 1Y | +17.0% | +64.8% | -47.8% | +0.9% |
| 3Y | +86.2% | +38.3% | +47.9% | +64.0% |
| 5Y | -2.3% | +84.9% | -87.2% | -24.0% |
| All | +88.5% | +50.1% | +38.5% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 10y: compounded portfolio wealth divided by compounded OVV 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…
10y analysis · Full analysis span regression · 6 months rolling