+316.5%
ROIV vs TKO
+312.5%
+3.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +5.0% | +13.7% | +17.8% |
| 7D | +20.2% | +7.2% | +13.0% | +18.7% |
| 30D | +14.1% | +4.7% | +9.4% | +13.1% |
| 3M | +45.6% | -3.2% | +48.8% | +46.1% |
| 6M | +44.1% | -2.9% | +47.0% | +44.3% |
| YTD | +91.2% | -5.8% | +97.0% | +92.1% |
| 1Y | +221.3% | -1.1% | +222.4% | +219.6% |
| 3Y | +229.2% | +111.1% | +118.1% | +184.4% |
| 5Y | +316.5% | +315.6% | +0.9% | +193.4% |
| All | +316.5% | +312.5% | +3.9% | +193.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling