+1,301.0%
TSEM vs OVV
+54.2%
+1,246.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +10.4% | -3.7% | +14.2% | +11.1% |
| 30D | -12.9% | +8.0% | -20.9% | -14.1% |
| 3M | -9.2% | +11.3% | -20.5% | -11.0% |
| 6M | +98.8% | +24.0% | +74.8% | +90.7% |
| YTD | +87.2% | +65.3% | +21.9% | +70.8% |
| 1Y | +239.0% | +60.2% | +178.8% | +210.0% |
| 3Y | +679.5% | +46.9% | +632.6% | +613.0% |
| 5Y | +667.3% | +158.7% | +508.5% | +509.0% |
| 10Y | +1,301.0% | +50.8% | +1,250.2% | +892.7% |
| All | +1,301.0% | +54.2% | +1,246.8% | +892.7% |
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 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