+250.4%
ROIV vs TXT
+10.4%
+240.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +0.6% | -4.8% | +5.4% | +2.8% |
| 30D | +1.0% | -10.6% | +11.6% | +6.0% |
| 3M | +18.3% | -13.2% | +31.5% | +25.4% |
| 6M | +18.3% | -20.3% | +38.7% | +29.9% |
| YTD | +61.0% | -9.3% | +70.2% | +66.1% |
| 1Y | +177.9% | -2.7% | +180.6% | +177.0% |
| 3Y | +199.1% | +1.4% | +197.7% | +183.8% |
| All | +250.4% | +10.4% | +240.0% | +208.3% |
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 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