+337.3%
ROIV vs TLN
+538.9%
-201.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.1% | -0.9% | +5.3% |
| 7D | +5.3% | -1.3% | +6.6% | +5.3% |
| 30D | +11.9% | -10.5% | +22.4% | +13.2% |
| 3M | +10.7% | +0.1% | +10.6% | +9.9% |
| 6M | +34.9% | -17.4% | +52.3% | +36.2% |
| YTD | +79.2% | -9.7% | +88.8% | +77.5% |
| 1Y | +89.0% | -12.3% | +101.3% | +87.6% |
| 3Y | +337.3% | +528.3% | -190.9% | +166.2% |
| All | +337.3% | +538.9% | -201.6% | +166.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling