+229.2%
ROIV vs TSLQ
-95.9%
+325.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -8.0% | +26.7% | +18.1% |
| 7D | +20.2% | -8.6% | +28.7% | +19.5% |
| 30D | +14.1% | -24.9% | +39.0% | +12.1% |
| 3M | +45.6% | -1.5% | +47.1% | +47.3% |
| 6M | +44.1% | -18.1% | +62.2% | +45.0% |
| YTD | +91.2% | -0.1% | +91.3% | +95.7% |
| 1Y | +221.3% | -51.4% | +272.7% | +215.8% |
| 3Y | +229.2% | -95.9% | +325.1% | +187.6% |
| All | +229.2% | -95.9% | +325.1% | +187.6% |
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 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