+280.1%
ROIV vs TMF
-90.8%
+370.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | +1.7% | -9.3% | +10.9% | +2.5% |
| 30D | +17.6% | +1.9% | +15.6% | +17.4% |
| 3M | +9.0% | -11.2% | +20.2% | +9.9% |
| 6M | +35.3% | -17.7% | +53.0% | +37.3% |
| YTD | +82.2% | -24.5% | +106.6% | +85.8% |
| 1Y | +92.3% | -29.4% | +121.7% | +97.0% |
| 3Y | +336.8% | -33.4% | +370.2% | +345.6% |
| 5Y | +370.6% | -88.7% | +459.3% | +380.8% |
| All | +280.1% | -90.8% | +370.9% | +297.1% |
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