+323.9%
TMO vs OVV
+57.3%
+266.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -2.5% | -2.9% | +0.4% | -2.3% |
| 30D | -0.3% | +0.9% | -1.2% | -0.4% |
| 3M | +25.3% | +11.0% | +14.2% | +24.2% |
| 6M | +20.9% | +22.3% | -1.4% | +18.6% |
| YTD | +4.3% | +65.1% | -60.8% | 0.0% |
| 1Y | +27.0% | +53.1% | -26.1% | +22.3% |
| 3Y | +17.5% | +46.7% | -29.2% | +12.5% |
| 5Y | +6.9% | +155.5% | -148.6% | -1.7% |
| All | +323.9% | +57.3% | +266.7% | +271.9% |
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