+252.1%
ROIV vs TMF
-89.8%
+341.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.3% |
| 7D | -2.4% | +2.7% | -5.1% | -2.6% |
| 30D | +3.1% | +19.3% | -16.3% | +1.6% |
| 3M | +5.8% | -3.7% | +9.5% | +6.1% |
| 6M | +29.3% | -11.3% | +40.6% | +30.4% |
| YTD | +68.8% | -16.6% | +85.4% | +70.8% |
| 1Y | +81.0% | -21.1% | +102.1% | +83.8% |
| 3Y | +294.6% | -26.8% | +321.4% | +299.6% |
| 5Y | +373.1% | -88.0% | +461.2% | +380.8% |
| All | +252.1% | -89.8% | +341.9% | +264.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling