-35.3%
TSLL vs OVV
+45.7%
-81.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.7% | -10.1% | -10.9% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | +17.8% | +11.7% | +6.0% | +10.3% |
| 3M | -37.0% | +9.8% | -46.8% | -41.3% |
| 6M | -37.7% | +26.6% | -64.2% | -49.8% |
| YTD | -51.4% | +67.0% | -118.4% | -69.1% |
| 1Y | -23.4% | +55.9% | -79.3% | -49.7% |
| All | -35.3% | +45.7% | -81.0% | -59.1% |
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