+252.1%
ROIV vs TYL
-1.0%
+253.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -4.6% |
| 7D | -2.4% | +15.1% | -17.5% | -5.5% |
| 30D | +3.1% | +30.1% | -27.0% | -3.2% |
| 3M | +5.8% | +40.4% | -34.5% | -3.2% |
| 6M | +29.3% | +31.3% | -2.0% | +19.2% |
| YTD | +68.8% | -5.2% | +74.0% | +70.2% |
| 1Y | +81.0% | -6.6% | +87.6% | +83.4% |
| 3Y | +294.6% | +3.4% | +291.2% | +273.7% |
| 5Y | +373.1% | -19.3% | +392.4% | +338.4% |
| All | +252.1% | -1.0% | +253.1% | +227.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling