-0.7%
TSCO vs OVV
+54.1%
-54.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.1% | -2.2% |
| 7D | +0.4% | +1.2% | -0.8% | +0.4% |
| 30D | +9.8% | -2.5% | +12.4% | +9.8% |
| 3M | +4.8% | +0.5% | +4.3% | +4.4% |
| 6M | +23.3% | +8.5% | +14.8% | +21.7% |
| YTD | -25.1% | +64.5% | -89.5% | -30.5% |
| 1Y | -32.7% | +64.7% | -97.4% | -37.7% |
| All | -0.7% | +54.1% | -54.9% | -7.4% |
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