+320.5%
TMUS vs OVV
-28.2%
+348.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.7% | -3.2% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +5.3% | +11.7% | -6.5% | +3.2% |
| 3M | +3.1% | +9.8% | -6.7% | +1.2% |
| 6M | -16.5% | +26.6% | -43.0% | -20.2% |
| YTD | -9.2% | +67.0% | -76.2% | -17.5% |
| 1Y | -26.5% | +55.9% | -82.4% | -32.7% |
| 3Y | +39.0% | +45.5% | -6.5% | +25.1% |
| 5Y | +40.4% | +157.3% | -117.0% | +7.0% |
| 10Y | +303.7% | +65.0% | +238.7% | +153.0% |
| All | +320.5% | -28.2% | +348.7% | +184.2% |
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