-74.8%
TTD vs OVV
+54.1%
-128.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.6% | +3.0% |
| 7D | +20.8% | +1.2% | +19.6% | +20.5% |
| 30D | +33.8% | -2.5% | +36.4% | +33.9% |
| 3M | +17.8% | +0.5% | +17.4% | +16.9% |
| 6M | -25.7% | +8.5% | -34.2% | -28.1% |
| YTD | -57.9% | +64.5% | -122.4% | -64.5% |
| 1Y | -63.8% | +64.7% | -128.5% | -69.6% |
| All | -74.8% | +54.1% | -128.9% | -80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling