+435.2%
ROIV vs TXT
+14.6%
+420.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.1% |
| 7D | +9.5% | -0.8% | +10.3% | +9.8% |
| 30D | +21.0% | +13.4% | +7.6% | +13.7% |
| 3M | +18.7% | -2.5% | +21.3% | +19.5% |
| 6M | +44.5% | -6.2% | +50.7% | +47.5% |
| YTD | +92.9% | -1.3% | +94.2% | +91.0% |
| 1Y | +100.2% | +4.3% | +95.9% | +93.0% |
| 3Y | +375.0% | +13.2% | +361.8% | +324.3% |
| 5Y | +435.2% | +12.4% | +422.8% | +326.9% |
| All | +435.2% | +14.6% | +420.6% | +326.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling