+273.8%
ROIV vs TRMB
-14.6%
+288.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.9% |
| 7D | +5.3% | -16.7% | +22.0% | +10.3% |
| 30D | +11.9% | -9.9% | +21.8% | +14.1% |
| 3M | +10.7% | -7.6% | +18.3% | +11.6% |
| 6M | +34.9% | -14.7% | +49.6% | +39.1% |
| YTD | +79.2% | -30.9% | +110.1% | +98.0% |
| 1Y | +89.0% | -31.3% | +120.4% | +108.9% |
| 3Y | +337.3% | +29.4% | +307.9% | +275.4% |
| 5Y | +402.3% | -37.4% | +439.7% | +407.6% |
| All | +273.8% | -14.6% | +288.4% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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