+293.7%
ROIV vs TDY
+52.8%
+240.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | +19.0% | -1.9% | +20.8% | +19.8% |
| 30D | +16.1% | -12.5% | +28.6% | +22.3% |
| 3M | +44.1% | -0.8% | +44.9% | +44.3% |
| 6M | +37.8% | -9.0% | +46.8% | +42.5% |
| YTD | +88.7% | +16.8% | +71.9% | +77.0% |
| 1Y | +197.3% | +9.5% | +187.9% | +185.1% |
| 3Y | +224.9% | +45.4% | +179.5% | +177.5% |
| 5Y | +311.0% | +37.8% | +273.2% | +245.6% |
| All | +293.7% | +52.8% | +240.9% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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