+284.5%
ROIV vs TW
+114.4%
+170.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.6% |
| 7D | +9.2% | +3.2% | +6.0% | +8.5% |
| 30D | +19.9% | +19.7% | +0.2% | +15.3% |
| 3M | +10.6% | +26.8% | -16.2% | +4.8% |
| 6M | +36.1% | +20.9% | +15.2% | +29.4% |
| YTD | +84.3% | +22.9% | +61.4% | +73.3% |
| 1Y | +87.6% | +20.4% | +67.2% | +77.5% |
| 3Y | +353.9% | +42.9% | +311.0% | +287.8% |
| 5Y | +376.1% | +40.2% | +335.8% | +270.4% |
| All | +284.5% | +114.4% | +170.1% | +190.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling