+655.5%
TSEM vs OVV
+45.7%
+609.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.7% | +9.6% | +8.3% |
| 7D | +6.9% | +0.3% | +6.6% | +6.7% |
| 30D | +5.3% | +11.7% | -6.4% | +2.2% |
| 3M | -14.9% | +9.8% | -24.7% | -17.2% |
| 6M | +80.0% | +26.6% | +53.5% | +67.3% |
| YTD | +89.4% | +67.0% | +22.3% | +61.8% |
| 1Y | +253.1% | +55.9% | +197.2% | +206.3% |
| All | +655.5% | +45.7% | +609.8% | +533.2% |
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