+1,410.4%
TSM vs OVV
+50.1%
+1,360.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +7.0% | +6.4% |
| 7D | -7.6% | -16.7% | +9.1% | -5.1% |
| 30D | -20.5% | -1.5% | -19.0% | -20.4% |
| 3M | -10.0% | +1.6% | -11.6% | -10.5% |
| 6M | -10.1% | +2.0% | -12.1% | -10.9% |
| YTD | +24.5% | +56.8% | -32.3% | +14.9% |
| 1Y | +31.2% | +64.8% | -33.7% | +19.9% |
| 3Y | +322.0% | +38.3% | +283.7% | +290.9% |
| 5Y | +245.3% | +84.9% | +160.4% | +200.6% |
| All | +1,410.4% | +50.1% | +1,360.3% | +1,052.5% |
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