+3,525.6%
TMO vs OVV
+166.6%
+3,359.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +0.8% | +8.0% | -7.3% | -0.2% |
| 30D | +4.0% | -2.0% | +6.1% | +4.2% |
| 3M | +17.6% | +5.4% | +12.2% | +16.5% |
| 6M | +57.3% | +14.3% | +43.0% | +53.8% |
| YTD | +21.2% | +69.4% | -48.3% | +12.0% |
| 1Y | +21.1% | +72.4% | -51.2% | +11.6% |
| 3Y | +58.8% | +58.4% | +0.4% | +45.8% |
| 5Y | +11.8% | +106.1% | -94.3% | -3.7% |
| 10Y | +376.2% | +59.6% | +316.6% | +256.3% |
| All | +3,525.6% | +166.6% | +3,359.0% | +1,774.5% |
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