+337.3%
ROIV vs TW
+39.9%
+297.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.0% | +6.2% |
| 7D | +5.3% | +4.2% | +1.1% | +5.4% |
| 30D | +11.9% | +18.9% | -7.0% | +12.0% |
| 3M | +10.7% | +23.8% | -13.1% | +10.8% |
| 6M | +34.9% | +17.0% | +17.9% | +35.3% |
| YTD | +79.2% | +19.2% | +59.9% | +79.2% |
| 1Y | +89.0% | +20.1% | +68.9% | +88.8% |
| 3Y | +337.3% | +40.5% | +296.8% | +359.5% |
| All | +337.3% | +39.9% | +297.4% | +359.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling