+3,075.6%
TMO vs OVV
+162.8%
+2,912.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.5% |
| 7D | -1.4% | +0.3% | -1.6% | -1.4% |
| 30D | +6.2% | +11.7% | -5.5% | +4.7% |
| 3M | +27.5% | +9.8% | +17.7% | +25.6% |
| 6M | +20.0% | +26.6% | -6.6% | +15.6% |
| YTD | +6.1% | +67.0% | -60.9% | -1.5% |
| 1Y | +25.8% | +55.9% | -30.1% | +17.6% |
| 3Y | +11.2% | +45.5% | -34.3% | +3.2% |
| 5Y | +9.6% | +157.3% | -147.8% | -8.4% |
| 10Y | +317.8% | +65.0% | +252.8% | +209.2% |
| All | +3,075.6% | +162.8% | +2,912.8% | +1,548.3% |
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