+291.1%
ROIV vs TXT
+81.8%
+209.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +3.8% |
| 7D | +13.3% | -3.5% | +16.8% | +14.8% |
| 30D | +14.8% | +15.2% | -0.4% | +8.4% |
| 3M | +11.9% | -4.5% | +16.4% | +13.4% |
| 6M | +42.4% | -6.1% | +48.5% | +44.8% |
| YTD | +87.4% | -2.0% | +89.4% | +86.6% |
| 1Y | +97.2% | +4.2% | +93.0% | +92.0% |
| 3Y | +375.7% | +14.4% | +361.3% | +337.5% |
| 5Y | +379.0% | +12.3% | +366.7% | +320.4% |
| All | +291.1% | +81.8% | +209.3% | +240.7% |
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