+235.9%
ROIV vs TSN
-10.1%
+246.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +0.6% | -6.3% | +7.0% | +1.3% |
| 30D | +1.0% | -10.8% | +11.8% | +2.1% |
| 3M | +18.3% | -8.8% | +27.0% | +19.1% |
| 6M | +18.3% | -16.8% | +35.1% | +20.4% |
| YTD | +61.0% | -10.0% | +71.0% | +62.2% |
| 1Y | +177.9% | -5.3% | +183.1% | +178.0% |
| 3Y | +199.1% | +8.5% | +190.5% | +193.5% |
| 5Y | +250.7% | -22.9% | +273.6% | +254.2% |
| All | +235.9% | -10.1% | +246.0% | +241.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling