+280.1%
ROIV vs TDY
+64.9%
+215.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +1.7% | +4.1% | -2.4% | +0.2% |
| 30D | +17.6% | +5.7% | +11.9% | +14.8% |
| 3M | +9.0% | -4.4% | +13.4% | +10.5% |
| 6M | +35.3% | +1.2% | +34.1% | +33.9% |
| YTD | +82.2% | +26.0% | +56.1% | +65.5% |
| 1Y | +92.3% | +27.4% | +64.9% | +73.9% |
| 3Y | +336.8% | +67.5% | +269.3% | +252.7% |
| 5Y | +370.6% | +44.9% | +325.7% | +283.1% |
| All | +280.1% | +64.9% | +215.2% | +205.9% |
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