+197.3%
ROIV vs TDY
+9.8%
+187.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +22.7% |
| 3M | +44.1% | -0.8% | +44.9% | +44.2% |
| 6M | +37.8% | -9.0% | +46.8% | +42.0% |
| YTD | +88.7% | +16.8% | +71.9% | +82.4% |
| 1Y | +197.3% | +9.5% | +187.9% | +189.6% |
| All | +197.3% | +9.8% | +187.5% | +189.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling