+92.4%
ROIV vs TLN
-17.6%
+110.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -8.5% | +14.6% | +7.4% |
| 7D | +3.0% | -6.0% | +9.0% | +3.8% |
| 30D | +6.8% | -1.5% | +8.4% | +6.3% |
| 3M | +10.5% | -3.9% | +14.4% | +10.0% |
| 6M | +34.8% | -15.0% | +49.8% | +34.5% |
| YTD | +76.2% | -12.8% | +89.0% | +70.8% |
| 1Y | +92.4% | -17.3% | +109.7% | +88.0% |
| All | +92.4% | -17.6% | +110.0% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling