-42.5%
TNA vs OVV
+104.2%
-146.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.4% | +0.7% |
| 7D | -2.1% | +1.2% | -3.4% | -2.7% |
| 30D | +3.1% | -2.5% | +5.6% | +3.7% |
| 3M | -20.2% | +0.5% | -20.7% | -22.1% |
| 6M | -10.0% | +8.5% | -18.5% | -18.8% |
| YTD | +30.3% | +64.5% | -34.1% | -16.7% |
| 1Y | +31.1% | +64.7% | -33.6% | -16.9% |
| 3Y | +149.4% | +54.1% | +95.2% | +65.1% |
| 5Y | -42.5% | +95.4% | -137.9% | -69.5% |
| All | -42.5% | +104.2% | -146.6% | -69.5% |
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