+5,630.7%
TSM vs OVV
+146.7%
+5,484.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +7.0% | +6.5% |
| 7D | -7.6% | -16.7% | +9.1% | -4.2% |
| 30D | -20.5% | -1.5% | -19.0% | -20.4% |
| 3M | -10.0% | +1.6% | -11.6% | -10.7% |
| 6M | -10.1% | +2.0% | -12.1% | -11.2% |
| YTD | +24.5% | +56.8% | -32.3% | +11.9% |
| 1Y | +31.2% | +64.8% | -33.7% | +16.4% |
| 3Y | +322.0% | +38.3% | +283.7% | +281.3% |
| 5Y | +245.3% | +84.9% | +160.4% | +182.5% |
| 10Y | +1,465.8% | +54.5% | +1,411.3% | +930.7% |
| All | +5,630.7% | +146.7% | +5,484.0% | +2,102.6% |
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