+469.9%
TXN vs OVV
+46.5%
+423.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.3% |
| 7D | -3.8% | -7.3% | +3.4% | -2.7% |
| 30D | +6.4% | -3.6% | +10.0% | +6.9% |
| 3M | +7.7% | -2.6% | +10.3% | +7.9% |
| 6M | +5.5% | +7.6% | -2.1% | +3.6% |
| YTD | +77.0% | +59.6% | +17.4% | +62.7% |
| 1Y | +91.2% | +62.2% | +29.0% | +75.1% |
| 3Y | +121.5% | +49.6% | +71.9% | +103.0% |
| 5Y | +84.9% | +98.9% | -14.0% | +58.3% |
| 10Y | +469.9% | +45.1% | +424.7% | +306.6% |
| All | +469.9% | +46.5% | +423.4% | +306.6% |
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