+296.1%
ROIV vs TXG
-58.0%
+354.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.9% |
| 7D | +14.3% | -3.7% | +18.0% | +15.0% |
| 30D | +16.2% | -22.0% | +38.2% | +21.1% |
| 3M | +15.1% | +7.4% | +7.7% | +11.6% |
| 6M | +44.2% | +191.2% | -147.0% | +13.2% |
| YTD | +89.8% | +285.7% | -195.8% | +39.3% |
| 1Y | +94.6% | +268.3% | -173.7% | +43.2% |
| 3Y | +367.5% | +77.3% | +290.3% | +273.4% |
| 5Y | +421.4% | -62.3% | +483.7% | +343.5% |
| All | +296.1% | -58.0% | +354.1% | +231.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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