+842.6%
ROIV vs TSLQ
-97.6%
+940.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.2% |
| 7D | +14.3% | +4.7% | +9.6% | +15.2% |
| 30D | +16.2% | -5.6% | +21.8% | +16.3% |
| 3M | +15.1% | -34.6% | +49.7% | +12.2% |
| 6M | +44.2% | -11.4% | +55.6% | +46.3% |
| YTD | +89.8% | -14.1% | +103.9% | +93.7% |
| 1Y | +94.6% | -20.7% | +115.3% | +98.2% |
| 3Y | +367.5% | -96.9% | +464.4% | +311.7% |
| All | +842.6% | -97.6% | +940.2% | +784.3% |
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