+302.4%
ROIV vs TMF
-90.2%
+392.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +9.5% | -3.4% | +12.8% | +9.8% |
| 30D | +21.0% | +11.5% | +9.5% | +19.9% |
| 3M | +18.7% | -4.5% | +23.2% | +19.1% |
| 6M | +44.5% | -15.0% | +59.5% | +46.2% |
| YTD | +92.9% | -19.9% | +112.7% | +95.8% |
| 1Y | +100.2% | -26.6% | +126.8% | +104.4% |
| 3Y | +375.0% | -29.8% | +404.9% | +382.4% |
| 5Y | +435.2% | -88.2% | +523.4% | +444.4% |
| All | +302.4% | -90.2% | +392.6% | +318.3% |
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