+666.2%
TTMI vs OVV
+146.7%
+519.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.6% | +7.5% | +7.1% |
| 7D | -19.8% | -16.7% | -3.1% | -15.8% |
| 30D | -48.1% | -1.5% | -46.6% | -47.9% |
| 3M | -51.2% | +1.6% | -52.8% | -51.7% |
| 6M | -59.6% | +2.0% | -61.6% | -60.3% |
| YTD | -3.6% | +56.8% | -60.4% | -16.1% |
| 1Y | -2.3% | +64.8% | -67.2% | -16.4% |
| 3Y | +369.4% | +38.3% | +331.1% | +313.2% |
| 5Y | +365.4% | +84.9% | +280.5% | +258.1% |
| 10Y | +413.2% | +54.5% | +358.7% | +192.7% |
| All | +666.2% | +146.7% | +519.5% | +322.8% |
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