+87.5%
TNA vs OVV
+55.1%
+32.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.6% | -4.4% |
| 7D | -3.6% | -3.8% | +0.2% | -1.5% |
| 30D | -10.1% | +1.3% | -11.3% | -10.9% |
| 3M | +2.7% | +14.3% | -11.6% | -6.8% |
| 6M | +38.4% | +21.1% | +17.3% | +18.4% |
| YTD | +45.4% | +66.0% | -20.6% | +2.8% |
| 1Y | +55.9% | +59.3% | -3.3% | +11.8% |
| 3Y | +109.8% | +47.6% | +62.3% | +59.7% |
| 5Y | -22.5% | +162.0% | -184.5% | -57.6% |
| 10Y | +87.5% | +56.5% | +31.0% | -17.4% |
| All | +87.5% | +55.1% | +32.4% | -17.4% |
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