+1,502.2%
TSM vs OVV
+48.9%
+1,453.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -2.5% | -10.7% | +8.2% | -0.9% |
| 30D | -14.3% | -5.3% | -9.0% | -13.7% |
| 3M | -7.2% | +2.4% | -9.6% | -7.8% |
| 6M | -5.1% | +5.7% | -10.8% | -6.5% |
| YTD | +28.9% | +56.8% | -27.9% | +18.9% |
| 1Y | +37.1% | +59.3% | -22.2% | +26.0% |
| 3Y | +341.5% | +49.0% | +292.5% | +304.8% |
| 5Y | +245.7% | +88.1% | +157.6% | +200.3% |
| 10Y | +1,502.2% | +42.5% | +1,459.7% | +1,125.2% |
| All | +1,502.2% | +48.9% | +1,453.4% | +1,125.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling