+1,347.0%
TTMI vs OVV
+162.8%
+1,184.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.7% | +10.6% | +9.3% |
| 7D | +5.9% | +0.3% | +5.6% | +5.7% |
| 30D | -4.3% | +11.7% | -16.0% | -7.3% |
| 3M | -32.0% | +9.8% | -41.8% | -34.2% |
| 6M | +19.5% | +26.6% | -7.1% | +10.6% |
| YTD | +82.0% | +67.0% | +15.0% | +56.3% |
| 1Y | +172.6% | +55.9% | +116.7% | +137.0% |
| 3Y | +744.7% | +45.5% | +699.2% | +633.7% |
| 5Y | +805.6% | +157.3% | +648.2% | +537.5% |
| 10Y | +1,057.6% | +65.0% | +992.6% | +545.0% |
| All | +1,347.0% | +162.8% | +1,184.2% | +687.2% |
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 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