+298.8%
ROIV vs TW
+67.8%
+231.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.0% | +21.8% | +19.4% |
| 7D | +20.2% | -3.5% | +23.6% | +20.9% |
| 30D | +14.1% | +0.5% | +13.6% | +13.7% |
| 3M | +45.6% | +4.9% | +40.7% | +42.2% |
| 6M | +44.1% | -17.1% | +61.2% | +50.1% |
| YTD | +91.2% | -3.9% | +95.0% | +89.7% |
| 1Y | +221.3% | -13.3% | +234.6% | +228.9% |
| 3Y | +229.2% | +20.9% | +208.3% | +186.3% |
| 5Y | +316.5% | +20.5% | +296.0% | +237.2% |
| All | +298.8% | +67.8% | +231.1% | +217.8% |
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