-19.2%
TNA vs OVV
+153.1%
-172.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.6% |
| 7D | +4.1% | -3.7% | +7.8% | +6.6% |
| 30D | -7.6% | +8.0% | -15.6% | -12.7% |
| 3M | +8.1% | +11.3% | -3.2% | -1.9% |
| 6M | +49.0% | +24.0% | +25.0% | +21.0% |
| YTD | +51.7% | +65.3% | -13.6% | -1.4% |
| 1Y | +59.6% | +60.2% | -0.5% | +4.7% |
| 3Y | +118.9% | +46.9% | +72.0% | +52.4% |
| 5Y | -19.2% | +158.7% | -177.9% | -64.3% |
| All | -19.2% | +153.1% | -172.3% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling