+390.0%
TTWO vs OVV
+58.9%
+331.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +6.0% | +8.0% | -2.0% | +5.5% |
| 30D | +13.2% | -2.0% | +15.3% | +13.3% |
| 3M | -5.8% | +5.4% | -11.3% | -6.3% |
| 6M | +0.4% | +14.3% | -13.9% | -0.9% |
| YTD | -11.0% | +69.4% | -80.4% | -14.8% |
| 1Y | -4.1% | +72.4% | -76.5% | -8.3% |
| 3Y | +51.8% | +58.4% | -6.6% | +44.6% |
| 5Y | +21.3% | +106.1% | -84.8% | +12.8% |
| All | +390.0% | +58.9% | +331.2% | +361.3% |
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