+235.9%
ROIV vs TMF
-89.7%
+325.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.5% |
| 7D | +0.6% | -1.4% | +2.1% | +0.7% |
| 30D | +1.0% | -2.8% | +3.8% | +1.2% |
| 3M | +18.3% | -10.9% | +29.2% | +19.3% |
| 6M | +18.3% | -21.3% | +39.6% | +20.3% |
| YTD | +61.0% | -15.9% | +76.8% | +62.9% |
| 1Y | +177.9% | -15.7% | +193.6% | +180.9% |
| 3Y | +199.1% | -43.4% | +242.4% | +206.0% |
| 5Y | +250.7% | -87.8% | +338.5% | +256.9% |
| All | +235.9% | -89.7% | +325.6% | +248.0% |
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