+235.9%
ROIV vs TKO
+356.4%
-120.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.8% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | +1.0% | +1.6% | -0.7% | +0.6% |
| 3M | +18.3% | -7.8% | +26.1% | +19.5% |
| 6M | +18.3% | -13.3% | +31.6% | +20.5% |
| YTD | +61.0% | -10.3% | +71.3% | +62.8% |
| 1Y | +177.9% | -0.6% | +178.5% | +176.4% |
| 3Y | +199.1% | +88.5% | +110.6% | +170.5% |
| 5Y | +250.7% | +284.7% | -34.0% | +190.3% |
| All | +235.9% | +356.4% | -120.5% | +176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling