+181.2%
TSCO vs OVV
+56.5%
+124.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -5.7% | -1.7% | -4.0% | -5.5% |
| 30D | -8.8% | +0.8% | -9.5% | -8.9% |
| 3M | +6.3% | +13.3% | -6.9% | +4.7% |
| 6M | -32.3% | +16.9% | -49.2% | -33.7% |
| YTD | -32.7% | +64.3% | -97.0% | -36.6% |
| 1Y | -43.7% | +54.2% | -97.9% | -46.7% |
| 3Y | -19.7% | +51.3% | -71.0% | -24.8% |
| 5Y | -11.6% | +154.3% | -165.9% | -23.3% |
| All | +181.2% | +56.5% | +124.7% | +136.0% |
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