+235.9%
ROIV vs TXT
+68.2%
+167.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +0.6% | -4.8% | +5.4% | +2.5% |
| 30D | +1.0% | -10.6% | +11.6% | +5.2% |
| 3M | +18.3% | -13.2% | +31.5% | +24.3% |
| 6M | +18.3% | -20.3% | +38.7% | +28.1% |
| YTD | +61.0% | -9.3% | +70.2% | +65.6% |
| 1Y | +177.9% | -2.7% | +180.6% | +177.7% |
| 3Y | +199.1% | +1.4% | +197.7% | +188.3% |
| 5Y | +250.7% | +9.6% | +241.2% | +218.1% |
| All | +235.9% | +68.2% | +167.6% | +202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling