+273.8%
ROIV vs TMF
-89.8%
+363.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.3% | +6.2% |
| 7D | +5.3% | +1.2% | +4.1% | +5.2% |
| 30D | +11.9% | +19.7% | -7.9% | +10.3% |
| 3M | +10.7% | -2.1% | +12.8% | +10.8% |
| 6M | +34.9% | -13.4% | +48.4% | +36.3% |
| YTD | +79.2% | -16.7% | +95.9% | +81.4% |
| 1Y | +89.0% | -23.3% | +112.4% | +92.3% |
| 3Y | +337.3% | -24.8% | +362.2% | +342.4% |
| 5Y | +402.3% | -88.0% | +490.4% | +410.5% |
| All | +273.8% | -89.8% | +363.7% | +287.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling