+1,041.7%
TNA vs OVV
-11.4%
+1,053.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.2% | -6.4% |
| 7D | +7.7% | +6.5% | +1.2% | +3.3% |
| 30D | -0.7% | -2.7% | +1.9% | 0.0% |
| 3M | -25.4% | +3.1% | -28.5% | -28.4% |
| 6M | -11.8% | +12.8% | -24.6% | -22.3% |
| YTD | +23.9% | +68.1% | -44.2% | -18.9% |
| 1Y | +25.6% | +73.6% | -48.1% | -20.0% |
| 3Y | +137.1% | +57.6% | +79.5% | +62.6% |
| 5Y | -45.4% | +104.5% | -150.0% | -69.9% |
| 10Y | +39.5% | +58.4% | -18.9% | -47.4% |
| All | +1,041.7% | -11.4% | +1,053.1% | +529.3% |
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 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