+238.4%
TMUS vs OVV
+50.1%
+188.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +3.6% | -16.7% | +20.2% | +5.3% |
| 30D | -3.4% | -1.5% | -1.9% | -3.4% |
| 3M | -9.5% | +1.6% | -11.0% | -9.8% |
| 6M | -15.2% | +2.0% | -17.2% | -15.7% |
| YTD | -18.9% | +56.8% | -75.7% | -22.8% |
| 1Y | -17.7% | +64.8% | -82.5% | -22.0% |
| 3Y | +15.6% | +38.3% | -22.6% | +9.8% |
| 5Y | +38.9% | +84.9% | -46.0% | +24.4% |
| All | +238.4% | +50.1% | +188.3% | +147.9% |
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