+36.0%
TSM vs OVV
+75.2%
-39.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -3.1% |
| 7D | -10.0% | -12.1% | +2.2% | -11.8% |
| 30D | -18.5% | +2.9% | -21.4% | -17.8% |
| 3M | -4.9% | +3.7% | -8.6% | -3.8% |
| 6M | -1.0% | +0.6% | -1.6% | +0.2% |
| YTD | +31.3% | +62.5% | -31.2% | +36.3% |
| 1Y | +36.0% | +72.0% | -36.0% | +42.2% |
| All | +36.0% | +75.2% | -39.2% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling