+234.7%
TMUS vs OVV
+48.9%
+185.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.2% | +4.1% |
| 7D | +5.3% | -10.7% | +16.1% | +6.4% |
| 30D | +13.5% | -5.3% | +18.8% | +14.0% |
| 3M | -4.2% | +2.4% | -6.6% | -4.7% |
| 6M | -11.9% | +5.7% | -17.5% | -12.7% |
| YTD | -15.6% | +56.8% | -72.3% | -19.6% |
| 1Y | -16.8% | +59.3% | -76.0% | -20.9% |
| 3Y | +20.8% | +49.0% | -28.2% | +13.8% |
| 5Y | +48.0% | +88.1% | -40.1% | +32.4% |
| 10Y | +234.7% | +42.5% | +192.2% | +146.1% |
| All | +234.7% | +48.9% | +185.9% | +146.1% |
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