-55.4%
TSLL vs OVV
+50.1%
-105.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.7% | -10.1% | -11.0% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | +17.8% | +11.7% | +6.0% | +11.4% |
| 3M | -37.0% | +9.8% | -46.8% | -40.6% |
| 6M | -37.7% | +26.6% | -64.2% | -47.4% |
| YTD | -51.4% | +67.0% | -118.4% | -65.6% |
| 1Y | -23.4% | +55.9% | -79.3% | -44.4% |
| 3Y | -30.8% | +45.5% | -76.3% | -49.8% |
| All | -55.4% | +50.1% | -105.5% | -65.1% |
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 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