+177.9%
ROIV vs TW
-15.9%
+193.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.6% |
| 7D | +0.6% | -2.3% | +3.0% | +0.3% |
| 30D | +1.0% | +3.9% | -3.0% | +1.5% |
| 3M | +18.3% | +5.7% | +12.6% | +18.8% |
| 6M | +18.3% | -14.5% | +32.8% | +20.8% |
| YTD | +61.0% | -0.9% | +61.8% | +62.3% |
| 1Y | +177.9% | -13.5% | +191.4% | +189.5% |
| All | +177.9% | -15.9% | +193.8% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling