+468.5%
TXN vs OVV
+58.9%
+409.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.0% |
| 7D | +9.5% | +8.0% | +1.4% | +8.2% |
| 30D | +8.7% | -2.0% | +10.7% | +8.9% |
| 3M | +11.6% | +5.4% | +6.1% | +10.4% |
| 6M | +0.1% | +14.3% | -14.2% | -2.5% |
| YTD | +78.8% | +69.4% | +9.4% | +62.9% |
| 1Y | +91.2% | +72.4% | +18.8% | +73.6% |
| 3Y | +125.8% | +58.4% | +67.4% | +105.1% |
| 5Y | +83.8% | +106.1% | -22.3% | +56.4% |
| All | +468.5% | +58.9% | +409.6% | +301.8% |
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 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