+830.7%
ROIV vs TSLQ
-97.6%
+928.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -11.1% | +15.7% | +3.6% |
| 7D | +13.3% | +8.5% | +4.8% | +14.6% |
| 30D | +14.8% | -4.8% | +19.5% | +14.9% |
| 3M | +11.9% | -34.9% | +46.8% | +9.0% |
| 6M | +42.4% | -10.6% | +53.0% | +44.6% |
| YTD | +87.4% | -13.4% | +100.8% | +91.4% |
| 1Y | +97.2% | -25.9% | +123.1% | +99.9% |
| 3Y | +375.7% | -96.9% | +472.6% | +318.0% |
| All | +830.7% | -97.6% | +928.3% | +773.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling