+293.7%
ROIV vs TKO
+365.3%
-71.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | +19.0% | +0.1% | +18.9% | +19.0% |
| 30D | +16.1% | -2.6% | +18.8% | +16.6% |
| 3M | +44.1% | -7.8% | +51.9% | +45.7% |
| 6M | +37.8% | -7.0% | +44.9% | +39.0% |
| YTD | +88.7% | -8.5% | +97.2% | +90.4% |
| 1Y | +197.3% | -1.3% | +198.6% | +196.4% |
| 3Y | +224.9% | +105.0% | +120.0% | +190.4% |
| 5Y | +311.0% | +292.9% | +18.1% | +239.5% |
| All | +293.7% | +365.3% | -71.6% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling