+280.1%
ROIV vs TXT
+78.0%
+202.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +1.7% | +0.1% | +1.5% | +1.7% |
| 30D | +17.6% | +13.3% | +4.2% | +11.8% |
| 3M | +9.0% | -5.0% | +13.9% | +10.6% |
| 6M | +35.3% | -8.4% | +43.7% | +38.8% |
| YTD | +82.2% | -4.0% | +86.1% | +82.8% |
| 1Y | +92.3% | +2.8% | +89.5% | +88.1% |
| 3Y | +336.8% | +10.3% | +326.5% | +307.2% |
| 5Y | +370.6% | +9.2% | +361.4% | +316.1% |
| All | +280.1% | +78.0% | +202.1% | +233.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling