+5,289.7%
TSM vs OVV
+148.3%
+5,141.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.9% | -7.9% | -10.2% |
| 7D | -18.2% | -14.9% | -3.3% | -15.6% |
| 30D | -26.8% | -0.9% | -25.9% | -26.8% |
| 3M | -14.5% | +5.6% | -20.1% | -15.8% |
| 6M | -10.0% | -2.5% | -7.5% | -10.4% |
| YTD | +17.1% | +57.8% | -40.7% | +5.1% |
| 1Y | +21.5% | +70.1% | -48.5% | +7.2% |
| 3Y | +300.4% | +35.1% | +265.2% | +263.4% |
| 5Y | +224.7% | +86.1% | +138.6% | +165.4% |
| 10Y | +1,372.7% | +55.5% | +1,317.1% | +868.2% |
| All | +5,289.7% | +148.3% | +5,141.4% | +1,969.1% |
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