+252.1%
ROIV vs TXT
+81.4%
+170.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.6% |
| 7D | -2.4% | -2.5% | +0.2% | -1.5% |
| 30D | +3.1% | +12.8% | -9.8% | -1.8% |
| 3M | +5.8% | -3.6% | +9.5% | +6.9% |
| 6M | +29.3% | -6.9% | +36.2% | +31.9% |
| YTD | +68.8% | -2.2% | +70.9% | +68.2% |
| 1Y | +81.0% | +6.3% | +74.7% | +74.9% |
| 3Y | +294.6% | +10.3% | +284.3% | +268.0% |
| 5Y | +373.1% | +10.6% | +362.5% | +315.5% |
| All | +252.1% | +81.4% | +170.7% | +207.1% |
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