+235.9%
ROIV vs TDY
+56.4%
+179.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.3% |
| 7D | +0.6% | -1.8% | +2.5% | +1.4% |
| 30D | +1.0% | -10.7% | +11.6% | +5.5% |
| 3M | +18.3% | -1.3% | +19.6% | +18.8% |
| 6M | +18.3% | -10.6% | +28.9% | +23.1% |
| YTD | +61.0% | +19.6% | +41.4% | +49.8% |
| 1Y | +177.9% | +11.6% | +166.2% | +164.6% |
| 3Y | +199.1% | +45.2% | +153.8% | +155.5% |
| 5Y | +250.7% | +36.1% | +214.6% | +192.8% |
| All | +235.9% | +56.4% | +179.4% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling