+476.5%
TSEM vs OVV
+58.8%
+417.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.7% | -7.1% |
| 7D | +7.0% | +8.0% | -1.1% | +4.9% |
| 30D | -29.8% | -2.0% | -27.7% | -29.4% |
| 3M | -41.9% | +5.4% | -47.4% | -43.1% |
| 6M | -45.8% | +14.3% | -60.0% | -48.2% |
| YTD | +25.1% | +69.4% | -44.3% | +4.3% |
| 1Y | +48.2% | +72.4% | -24.1% | +22.6% |
| 3Y | +476.5% | +58.4% | +418.1% | +372.5% |
| All | +476.5% | +58.8% | +417.7% | +372.5% |
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