+49.6%
TSEM vs OVV
+146.7%
-97.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.5% | +5.0% |
| 7D | -17.5% | -16.7% | -0.8% | -14.4% |
| 30D | -44.7% | -1.5% | -43.2% | -44.6% |
| 3M | -38.9% | +1.6% | -40.4% | -39.4% |
| 6M | -36.7% | +2.0% | -38.7% | -37.3% |
| YTD | +17.0% | +56.8% | -39.8% | +5.5% |
| 1Y | +62.8% | +64.8% | -2.0% | +45.0% |
| 3Y | +471.3% | +38.3% | +433.0% | +419.2% |
| 5Y | +290.3% | +84.9% | +205.4% | +214.3% |
| 10Y | +790.1% | +54.5% | +735.6% | +472.7% |
| All | +49.6% | +146.7% | -97.1% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling