+94.6%
ROIV vs TXG
+300.4%
-205.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.9% |
| 7D | +14.3% | -3.7% | +18.0% | +14.9% |
| 30D | +16.2% | -22.0% | +38.2% | +20.3% |
| 3M | +15.1% | +7.4% | +7.7% | +12.1% |
| 6M | +44.2% | +191.2% | -147.0% | +18.1% |
| YTD | +89.8% | +285.7% | -195.8% | +55.6% |
| 1Y | +94.6% | +268.3% | -173.7% | +58.9% |
| All | +94.6% | +300.4% | -205.8% | +58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling