+375.7%
ROIV vs TMF
-29.8%
+405.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +13.3% | +0.6% | +12.7% | +13.2% |
| 30D | +14.8% | +16.3% | -1.6% | +12.1% |
| 3M | +11.9% | -2.7% | +14.6% | +12.3% |
| 6M | +42.4% | -13.2% | +55.6% | +45.0% |
| YTD | +87.4% | -16.7% | +104.1% | +91.6% |
| 1Y | +97.2% | -22.7% | +120.0% | +103.4% |
| 3Y | +375.7% | -26.1% | +401.8% | +382.3% |
| All | +375.7% | -29.8% | +405.5% | +382.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling