+235.9%
ROIV vs TW
+73.0%
+162.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +0.6% | -2.3% | +3.0% | +1.2% |
| 30D | +1.0% | +3.9% | -3.0% | 0.0% |
| 3M | +18.3% | +5.7% | +12.6% | +15.6% |
| 6M | +18.3% | -14.5% | +32.8% | +22.6% |
| YTD | +61.0% | -0.9% | +61.8% | +58.8% |
| 1Y | +177.9% | -13.5% | +191.4% | +185.9% |
| 3Y | +199.1% | +25.0% | +174.1% | +158.4% |
| 5Y | +250.7% | +22.7% | +228.0% | +182.5% |
| All | +235.9% | +73.0% | +162.9% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling