+94.6%
ROIV vs TXT
+5.9%
+88.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.7% |
| 7D | +14.3% | -1.1% | +15.3% | +14.6% |
| 30D | +16.2% | +17.1% | -0.8% | +9.3% |
| 3M | +15.1% | -2.6% | +17.8% | +16.3% |
| 6M | +44.2% | -4.6% | +48.8% | +46.2% |
| YTD | +89.8% | -0.3% | +90.1% | +89.0% |
| 1Y | +94.6% | +5.9% | +88.7% | +83.7% |
| All | +94.6% | +5.9% | +88.7% | +83.7% |
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 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