+263.2%
ROIV vs TDY
+44.8%
+218.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.5% |
| 7D | +22.3% | -1.8% | +24.2% | +23.2% |
| 30D | +16.9% | -13.8% | +30.6% | +24.4% |
| 3M | +43.9% | -3.9% | +47.8% | +46.0% |
| 6M | +41.6% | -9.0% | +50.6% | +46.6% |
| YTD | +92.7% | +16.5% | +76.1% | +80.1% |
| 1Y | +210.2% | +9.3% | +200.9% | +196.5% |
| All | +263.2% | +44.8% | +218.5% | +191.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling