+221.3%
ROIV vs TW
-13.1%
+234.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.0% | +21.8% | +18.2% |
| 7D | +20.2% | -3.5% | +23.6% | +19.6% |
| 30D | +14.1% | +0.5% | +13.6% | +14.1% |
| 3M | +45.6% | +4.9% | +40.7% | +45.3% |
| 6M | +44.1% | -17.1% | +61.2% | +47.0% |
| YTD | +91.2% | -3.9% | +95.0% | +91.8% |
| 1Y | +221.3% | -13.3% | +234.6% | +233.2% |
| All | +221.3% | -13.1% | +234.4% | +233.2% |
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