+302.4%
ROIV vs TSN
+4.6%
+297.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +9.5% | -0.3% | +9.7% | +9.5% |
| 30D | +21.0% | +11.8% | +9.2% | +19.4% |
| 3M | +18.7% | +7.1% | +11.6% | +17.6% |
| 6M | +44.5% | -9.2% | +53.7% | +45.8% |
| YTD | +92.9% | +4.8% | +88.1% | +91.0% |
| 1Y | +100.2% | +11.6% | +88.6% | +96.7% |
| 3Y | +375.0% | +41.5% | +333.5% | +355.9% |
| 5Y | +435.2% | -15.5% | +450.7% | +429.8% |
| All | +302.4% | +4.6% | +297.8% | +301.9% |
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