+29.3%
ROIV vs TLN
-19.0%
+48.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.2% | -1.0% | -3.7% |
| 7D | -2.4% | -9.4% | +7.0% | -1.3% |
| 30D | +3.1% | -15.2% | +18.3% | +5.3% |
| 3M | +5.8% | -4.1% | +10.0% | +4.7% |
| 6M | +29.3% | -17.8% | +47.2% | +29.8% |
| All | +29.3% | -19.0% | +48.3% | +29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling