+273.8%
ROIV vs TYL
-3.3%
+277.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +6.7% |
| 7D | +5.3% | +6.7% | -1.3% | +3.7% |
| 30D | +11.9% | +26.5% | -14.7% | +5.7% |
| 3M | +10.7% | +37.3% | -26.6% | +1.7% |
| 6M | +34.9% | +31.2% | +3.7% | +24.1% |
| YTD | +79.2% | -7.4% | +86.5% | +81.6% |
| 1Y | +89.0% | -9.6% | +98.6% | +93.0% |
| 3Y | +337.3% | +1.9% | +335.4% | +314.7% |
| 5Y | +402.3% | -21.1% | +423.4% | +367.7% |
| All | +273.8% | -3.3% | +277.1% | +249.6% |
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