+411.6%
ROIV vs TSN
-14.6%
+426.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.3% |
| 7D | +5.3% | +4.6% | +0.7% | +4.7% |
| 30D | +11.9% | +15.4% | -3.6% | +9.8% |
| 3M | +10.7% | +2.9% | +7.8% | +10.1% |
| 6M | +34.9% | -10.8% | +45.7% | +36.7% |
| YTD | +79.2% | +4.5% | +74.7% | +77.3% |
| 1Y | +89.0% | +19.5% | +69.5% | +83.1% |
| 3Y | +337.3% | +42.2% | +295.1% | +315.0% |
| All | +411.6% | -14.6% | +426.1% | +473.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling