+337.3%
ROIV vs TXT
+7.8%
+329.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.2% | +6.9% |
| 7D | +5.3% | -2.5% | +7.9% | +6.2% |
| 30D | +11.9% | +14.4% | -2.5% | +5.7% |
| 3M | +10.7% | -4.9% | +15.6% | +12.4% |
| 6M | +34.9% | -10.2% | +45.1% | +39.6% |
| YTD | +79.2% | -4.1% | +83.3% | +79.8% |
| 1Y | +89.0% | +4.0% | +85.1% | +83.7% |
| 3Y | +337.3% | +8.0% | +329.4% | +298.2% |
| All | +337.3% | +7.8% | +329.5% | +298.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling