+252.1%
ROIV vs TRMB
-15.3%
+267.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -3.9% |
| 7D | -2.4% | -17.9% | +15.5% | +2.6% |
| 30D | +3.1% | -12.0% | +15.1% | +5.9% |
| 3M | +5.8% | -8.4% | +14.3% | +7.0% |
| 6M | +29.3% | -21.5% | +50.9% | +37.1% |
| YTD | +68.8% | -31.5% | +100.3% | +86.9% |
| 1Y | +81.0% | -33.4% | +114.4% | +102.1% |
| 3Y | +294.6% | +26.5% | +268.1% | +241.4% |
| 5Y | +373.1% | -37.9% | +411.0% | +379.3% |
| All | +252.1% | -15.3% | +267.5% | +251.9% |
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