-22.7%
TGT vs OVV
+153.1%
-175.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.9% |
| 7D | -0.6% | -3.7% | +3.1% | 0.0% |
| 30D | +9.5% | +8.0% | +1.5% | +8.0% |
| 3M | +32.3% | +11.3% | +21.0% | +29.3% |
| 6M | +37.0% | +24.0% | +13.0% | +30.4% |
| YTD | +71.0% | +65.3% | +5.7% | +53.1% |
| 1Y | +85.0% | +60.2% | +24.9% | +66.1% |
| 3Y | +46.8% | +46.9% | -0.1% | +31.0% |
| 5Y | -22.7% | +158.7% | -181.5% | -37.3% |
| All | -22.7% | +153.1% | -175.9% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling