+375.7%
ROIV vs TSLQ
-96.8%
+472.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -11.1% | +15.7% | +3.6% |
| 7D | +13.3% | +8.5% | +4.8% | +14.5% |
| 30D | +14.8% | -4.8% | +19.5% | +14.9% |
| 3M | +11.9% | -34.9% | +46.8% | +9.2% |
| 6M | +42.4% | -10.6% | +53.0% | +44.4% |
| YTD | +87.4% | -13.4% | +100.8% | +91.0% |
| 1Y | +97.2% | -25.9% | +123.1% | +99.6% |
| 3Y | +375.7% | -96.9% | +472.6% | +380.9% |
| All | +375.7% | -96.8% | +472.5% | +380.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling