+210.2%
ROIV vs TXG
+385.8%
-175.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.4% |
| 7D | +22.3% | +9.1% | +13.2% | +20.9% |
| 30D | +16.9% | +14.9% | +2.0% | +14.6% |
| 3M | +43.9% | +120.0% | -76.0% | +28.7% |
| 6M | +41.6% | +221.8% | -180.2% | +20.4% |
| YTD | +92.7% | +312.6% | -219.9% | +62.3% |
| 1Y | +210.2% | +398.4% | -188.3% | +158.1% |
| All | +210.2% | +385.8% | -175.7% | +158.1% |
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