-80.8%
TTD vs OVV
+160.2%
-241.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.6% | -3.9% |
| 7D | +6.3% | +0.3% | +6.1% | +6.3% |
| 30D | -23.9% | +11.7% | -35.6% | -26.6% |
| 3M | -31.4% | +9.8% | -41.2% | -33.9% |
| 6M | -42.7% | +26.6% | -69.2% | -47.6% |
| YTD | -62.0% | +67.0% | -129.0% | -68.5% |
| 1Y | -72.2% | +55.9% | -128.1% | -76.7% |
| 3Y | -81.9% | +45.5% | -127.4% | -85.2% |
| All | -80.8% | +160.2% | -241.0% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling