+92.3%
ROIV vs TLN
+1.6%
+90.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.7% |
| 7D | +1.7% | +11.0% | -9.4% | -0.2% |
| 30D | +17.6% | +4.9% | +12.7% | +16.0% |
| 3M | +9.0% | +4.9% | +4.0% | +6.9% |
| 6M | +35.3% | +7.1% | +28.2% | +29.5% |
| YTD | +82.2% | +0.3% | +81.9% | +72.0% |
| 1Y | +92.3% | +5.9% | +86.4% | +80.7% |
| All | +92.3% | +1.6% | +90.7% | +80.7% |
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