+291.1%
ROIV vs TYL
-3.8%
+294.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.7% |
| 7D | +13.3% | +3.5% | +9.8% | +12.4% |
| 30D | +14.8% | +26.9% | -12.1% | +8.3% |
| 3M | +11.9% | +33.8% | -21.9% | +3.5% |
| 6M | +42.4% | +28.8% | +13.6% | +31.7% |
| YTD | +87.4% | -7.9% | +95.3% | +90.2% |
| 1Y | +97.2% | -9.8% | +107.0% | +101.4% |
| 3Y | +375.7% | +1.2% | +374.5% | +351.9% |
| 5Y | +379.0% | -22.8% | +401.8% | +346.9% |
| All | +291.1% | -3.8% | +294.9% | +266.1% |
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