+39.5%
TMUS vs OVV
+45.7%
-6.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.7% | -3.4% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +5.3% | +11.7% | -6.5% | +4.9% |
| 3M | +3.1% | +9.8% | -6.7% | +2.8% |
| 6M | -16.5% | +26.6% | -43.0% | -16.9% |
| YTD | -9.2% | +67.0% | -76.2% | -10.1% |
| 1Y | -26.5% | +55.9% | -82.4% | -27.1% |
| All | +39.5% | +45.7% | -6.2% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling