+80.5%
TSEM vs OVV
+75.2%
+5.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -5.6% | -3.1% | -8.8% |
| 7D | -23.1% | -12.1% | -11.0% | -23.4% |
| 30D | -40.4% | +2.9% | -43.2% | -40.0% |
| 3M | -37.9% | +3.7% | -41.6% | -37.7% |
| 6M | -30.8% | +0.6% | -31.4% | -30.9% |
| YTD | +26.7% | +62.5% | -35.7% | +34.0% |
| 1Y | +80.5% | +72.0% | +8.5% | +96.0% |
| All | +80.5% | +75.2% | +5.3% | +96.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling