+92.4%
ROIV vs TXT
+9.2%
+83.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.3% | +6.5% |
| 7D | +3.0% | +10.6% | -7.6% | -0.9% |
| 30D | +6.8% | +14.4% | -7.5% | +1.5% |
| 3M | +10.5% | -2.7% | +13.3% | +11.7% |
| 6M | +34.8% | -4.7% | +39.5% | +36.7% |
| YTD | +76.2% | -0.5% | +76.7% | +75.8% |
| 1Y | +92.4% | +8.7% | +83.7% | +79.1% |
| All | +92.4% | +9.2% | +83.2% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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