+92.1%
ROIV vs TXT
+4.2%
+87.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +3.9% |
| 7D | +13.3% | -3.5% | +16.8% | +14.6% |
| 30D | +14.8% | +15.2% | -0.4% | +8.5% |
| 3M | +11.9% | -4.5% | +16.4% | +13.8% |
| 6M | +42.4% | -6.1% | +48.5% | +45.1% |
| YTD | +87.4% | -2.0% | +89.4% | +87.6% |
| All | +92.1% | +4.2% | +87.9% | +82.3% |
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