+3,521.6%
TMO vs OVV
+164.5%
+3,357.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.8% | -2.8% |
| 7D | +3.3% | +6.5% | -3.2% | +2.5% |
| 30D | +5.5% | -2.7% | +8.1% | +5.7% |
| 3M | +16.1% | +3.1% | +12.9% | +15.4% |
| 6M | +52.6% | +12.8% | +39.7% | +49.4% |
| YTD | +21.0% | +68.1% | -47.1% | +12.0% |
| 1Y | +19.4% | +73.6% | -54.3% | +9.8% |
| 3Y | +57.5% | +57.6% | -0.1% | +44.7% |
| 5Y | +11.7% | +104.5% | -92.8% | -3.7% |
| 10Y | +375.7% | +58.4% | +317.3% | +256.2% |
| All | +3,521.6% | +164.5% | +3,357.0% | +1,774.3% |
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 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