-60.3%
TSLL vs OVV
+41.8%
-102.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.9% | -19.0% | -20.6% |
| 7D | -28.9% | -14.9% | -14.0% | -23.3% |
| 30D | -21.4% | -0.9% | -20.5% | -21.4% |
| 3M | +5.0% | +5.6% | -0.6% | +1.2% |
| 6M | -36.6% | -2.5% | -34.1% | -37.7% |
| YTD | -56.6% | +57.8% | -114.5% | -68.8% |
| 1Y | -60.9% | +70.1% | -130.9% | -73.6% |
| 3Y | -25.2% | +35.1% | -60.4% | -44.2% |
| All | -60.3% | +41.8% | -102.1% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling