-40.6%
TOST vs OVV
+84.0%
-124.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +9.4% | -16.7% | +26.1% | +14.4% |
| 30D | +13.5% | -1.5% | +15.0% | +13.2% |
| 3M | -0.1% | +1.6% | -1.7% | -1.4% |
| 6M | +22.5% | +2.0% | +20.4% | +19.7% |
| YTD | -2.4% | +56.8% | -59.2% | -17.5% |
| 1Y | -4.7% | +64.8% | -69.5% | -21.0% |
| 3Y | +103.2% | +38.3% | +65.0% | +72.0% |
| All | -40.6% | +84.0% | -124.6% | -56.7% |
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