+291.1%
ROIV vs TSN
+4.6%
+286.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.6% |
| 7D | +13.3% | +4.9% | +8.4% | +12.7% |
| 30D | +14.8% | +12.1% | +2.7% | +13.2% |
| 3M | +11.9% | +4.1% | +7.8% | +11.2% |
| 6M | +42.4% | -10.9% | +53.3% | +44.0% |
| YTD | +87.4% | +4.8% | +82.6% | +85.7% |
| 1Y | +97.2% | +17.6% | +79.6% | +92.4% |
| 3Y | +375.7% | +43.2% | +332.5% | +356.2% |
| 5Y | +379.0% | -13.9% | +392.9% | +374.5% |
| All | +291.1% | +4.6% | +286.4% | +290.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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