+284.5%
ROIV vs TDY
+65.9%
+218.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.2% |
| 7D | +9.2% | +9.4% | -0.2% | +5.6% |
| 30D | +19.9% | +5.9% | +14.0% | +17.0% |
| 3M | +10.6% | -5.7% | +16.3% | +12.7% |
| 6M | +36.1% | +2.4% | +33.6% | +34.1% |
| YTD | +84.3% | +26.8% | +57.5% | +67.0% |
| 1Y | +87.6% | +24.7% | +62.9% | +71.0% |
| 3Y | +353.9% | +69.2% | +284.7% | +265.2% |
| 5Y | +376.1% | +45.7% | +330.3% | +286.7% |
| All | +284.5% | +65.9% | +218.6% | +208.7% |
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