+411.3%
TTMI vs OVV
+57.6%
+353.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.5% |
| 7D | +22.6% | +6.5% | +16.1% | +21.1% |
| 30D | -34.3% | -2.7% | -31.6% | -33.8% |
| 3M | -44.8% | +3.1% | -47.9% | -45.2% |
| 6M | -53.3% | +12.8% | -66.1% | -54.7% |
| YTD | +10.6% | +68.1% | -57.6% | -1.8% |
| 1Y | +8.2% | +73.6% | -65.4% | -4.7% |
| 3Y | +435.7% | +57.6% | +378.1% | +374.7% |
| 5Y | +434.2% | +104.5% | +329.6% | +336.7% |
| All | +411.3% | +57.6% | +353.6% | +259.3% |
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