+273.8%
ROIV vs TXG
-60.5%
+334.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.1% | +4.1% | +5.8% |
| 7D | +5.3% | -15.4% | +20.8% | +8.6% |
| 30D | +11.9% | -22.1% | +34.0% | +16.7% |
| 3M | +10.7% | +30.0% | -19.3% | +3.0% |
| 6M | +34.9% | +160.7% | -125.8% | +8.3% |
| YTD | +79.2% | +263.5% | -184.3% | +33.1% |
| 1Y | +89.0% | +356.0% | -267.0% | +32.7% |
| 3Y | +337.3% | +53.4% | +284.0% | +261.1% |
| 5Y | +402.3% | -66.7% | +469.0% | +333.0% |
| All | +273.8% | -60.5% | +334.3% | +217.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling