+8.0%
TMO vs OVV
+162.0%
-154.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -0.5% | -3.8% | +3.3% | 0.0% |
| 30D | +1.0% | +1.3% | -0.3% | +0.8% |
| 3M | +22.7% | +14.3% | +8.4% | +20.4% |
| 6M | +19.0% | +21.1% | -2.1% | +15.3% |
| YTD | +4.7% | +66.0% | -61.3% | -3.2% |
| 1Y | +26.0% | +59.3% | -33.3% | +16.9% |
| 3Y | +18.0% | +47.6% | -29.6% | +8.4% |
| 5Y | +8.0% | +162.0% | -154.0% | +2.3% |
| All | +8.0% | +162.0% | -154.0% | +2.3% |
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