+298.8%
ROIV vs TD
+172.6%
+126.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.9% | +19.7% | +19.1% |
| 7D | +20.2% | +0.9% | +19.3% | +19.6% |
| 30D | +14.1% | -0.7% | +14.8% | +14.3% |
| 3M | +45.6% | +6.3% | +39.3% | +41.5% |
| 6M | +44.1% | +27.9% | +16.2% | +29.5% |
| YTD | +91.2% | +29.8% | +61.3% | +70.8% |
| 1Y | +221.3% | +63.7% | +157.6% | +161.5% |
| 3Y | +229.2% | +128.3% | +100.9% | +134.5% |
| 5Y | +316.5% | +125.5% | +190.9% | +213.6% |
| All | +298.8% | +172.6% | +126.2% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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