+245.4%
TFC vs OVV
+162.8%
+82.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | +2.4% | +0.3% | +2.2% | +2.3% |
| 30D | -1.3% | +11.7% | -13.0% | -4.2% |
| 3M | +6.1% | +9.8% | -3.7% | +3.0% |
| 6M | +7.3% | +26.6% | -19.2% | -0.1% |
| YTD | +8.2% | +67.0% | -58.8% | -6.5% |
| 1Y | +14.4% | +55.9% | -41.5% | +0.1% |
| 3Y | +93.7% | +45.5% | +48.2% | +68.7% |
| 5Y | +16.4% | +157.3% | -141.0% | -16.8% |
| 10Y | +101.6% | +65.0% | +36.6% | +15.7% |
| All | +245.4% | +162.8% | +82.6% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling