+856.8%
ROIV vs TSLQ
-97.3%
+954.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +22.3% | -8.0% | +30.3% | +21.7% |
| 30D | +16.9% | -23.8% | +40.6% | +14.6% |
| 3M | +43.9% | -7.0% | +50.9% | +45.0% |
| 6M | +41.6% | -17.1% | +58.7% | +42.7% |
| YTD | +92.7% | +0.1% | +92.6% | +97.9% |
| 1Y | +210.2% | -51.2% | +261.3% | +204.1% |
| 3Y | +231.8% | -95.9% | +327.7% | +198.6% |
| All | +856.8% | -97.3% | +954.0% | +803.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling