+273.1%
TSM vs OVV
+160.2%
+113.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.2% |
| 7D | +2.7% | +0.3% | +2.5% | +2.6% |
| 30D | +3.6% | +11.7% | -8.1% | +1.2% |
| 3M | -3.4% | +9.8% | -13.2% | -5.6% |
| 6M | +20.6% | +26.6% | -5.9% | +13.3% |
| YTD | +41.9% | +67.0% | -25.2% | +24.5% |
| 1Y | +84.4% | +55.9% | +28.4% | +63.9% |
| 3Y | +380.2% | +45.5% | +334.7% | +321.3% |
| All | +273.1% | +160.2% | +113.0% | +187.5% |
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 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