+464.6%
TTD vs OVV
+50.1%
+414.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.1% |
| 7D | +5.2% | -16.7% | +21.9% | +9.4% |
| 30D | +6.9% | -1.5% | +8.4% | +6.9% |
| 3M | -26.8% | +1.6% | -28.4% | -27.5% |
| 6M | -46.1% | +2.0% | -48.2% | -47.0% |
| YTD | -65.9% | +56.8% | -122.7% | -70.0% |
| 1Y | -71.8% | +64.8% | -136.7% | -75.5% |
| 3Y | -83.3% | +38.3% | -121.6% | -85.3% |
| 5Y | -81.1% | +84.9% | -166.0% | -84.8% |
| All | +464.6% | +50.1% | +414.5% | +275.6% |
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 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