+34.9%
ROIV vs TW
+16.2%
+18.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.0% | +6.2% |
| 7D | +5.3% | +4.2% | +1.1% | +7.2% |
| 30D | +11.9% | +18.9% | -7.0% | +20.7% |
| 3M | +10.7% | +23.8% | -13.1% | +22.0% |
| 6M | +34.9% | +17.0% | +17.9% | +37.9% |
| All | +34.9% | +16.2% | +18.7% | +37.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling