-14.0%
TSCO vs OVV
+47.2%
-61.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +1.7% | -3.7% | +5.4% | +2.0% |
| 30D | +2.8% | +8.0% | -5.2% | +2.0% |
| 3M | +17.9% | +11.3% | +6.6% | +16.5% |
| 6M | -28.6% | +24.0% | -52.6% | -30.7% |
| YTD | -28.0% | +65.3% | -93.4% | -33.1% |
| 1Y | -39.9% | +60.2% | -100.0% | -44.0% |
| 3Y | -14.0% | +46.9% | -60.9% | -20.0% |
| All | -14.0% | +47.2% | -61.2% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling