+316.5%
ROIV vs TXG
-65.4%
+381.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +4.7% | +14.0% | +17.7% |
| 7D | +20.2% | +9.4% | +10.8% | +18.0% |
| 30D | +14.1% | +26.1% | -11.9% | +8.2% |
| 3M | +45.6% | +124.8% | -79.2% | +20.5% |
| 6M | +44.1% | +215.2% | -171.1% | +9.6% |
| YTD | +91.2% | +302.2% | -211.1% | +36.9% |
| 1Y | +221.3% | +370.9% | -149.6% | +117.3% |
| 3Y | +229.2% | +38.5% | +190.7% | +183.3% |
| 5Y | +316.5% | -64.4% | +380.8% | +225.4% |
| All | +316.5% | -65.4% | +381.9% | +225.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling