+319.8%
ROIV vs TDY
+33.5%
+286.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +24.9% |
| 3M | +43.9% | -3.9% | +47.8% | +46.2% |
| 6M | +41.6% | -9.0% | +50.6% | +47.1% |
| YTD | +92.7% | +16.5% | +76.1% | +78.5% |
| 1Y | +210.2% | +9.3% | +200.9% | +194.9% |
| 3Y | +231.8% | +45.1% | +186.7% | +172.7% |
| 5Y | +319.8% | +35.0% | +284.8% | +240.0% |
| All | +319.8% | +33.5% | +286.3% | +240.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling