+836.8%
ROIV vs TSLQ
-97.2%
+934.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.4% | -1.9% |
| 7D | +19.0% | +5.7% | +13.3% | +19.7% |
| 30D | +16.1% | -21.1% | +37.2% | +14.3% |
| 3M | +44.1% | -11.5% | +55.6% | +44.5% |
| 6M | +37.8% | -14.9% | +52.8% | +39.3% |
| YTD | +88.7% | +2.4% | +86.2% | +94.2% |
| 1Y | +197.3% | -49.8% | +247.1% | +192.2% |
| 3Y | +224.9% | -95.8% | +320.7% | +193.0% |
| All | +836.8% | -97.2% | +934.0% | +786.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TSLQ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling