+6,429.4%
TSM vs OVV
+162.8%
+6,266.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.3% |
| 3M | -3.4% | +9.8% | -13.2% | -5.6% |
| 6M | +20.6% | +26.6% | -5.9% | +13.9% |
| YTD | +41.9% | +67.0% | -25.2% | +26.4% |
| 1Y | +84.4% | +55.9% | +28.4% | +66.0% |
| 3Y | +380.2% | +45.5% | +334.7% | +330.0% |
| 5Y | +275.3% | +157.3% | +118.0% | +187.9% |
| 10Y | +1,751.4% | +65.0% | +1,686.4% | +1,098.9% |
| All | +6,429.4% | +162.8% | +6,266.6% | +2,386.8% |
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