+272.0%
TMUS vs OVV
-32.2%
+304.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.7% | +1.4% |
| 7D | +9.0% | -14.9% | +23.9% | +11.9% |
| 30D | -3.2% | -0.9% | -2.3% | -3.3% |
| 3M | -6.9% | +5.6% | -12.5% | -8.1% |
| 6M | -16.4% | -2.5% | -13.9% | -16.6% |
| YTD | -19.6% | +57.8% | -77.5% | -26.6% |
| 1Y | -19.9% | +70.1% | -90.0% | -27.9% |
| 3Y | +14.5% | +35.1% | -20.6% | +4.3% |
| 5Y | +37.7% | +86.1% | -48.4% | +11.7% |
| 10Y | +242.2% | +55.5% | +186.7% | +117.7% |
| All | +272.0% | -32.2% | +304.1% | +153.1% |
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 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