+250.4%
ROIV vs TYL
-25.2%
+275.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +2.6% |
| 7D | +0.6% | -3.7% | +4.3% | +1.6% |
| 30D | +1.0% | +18.7% | -17.8% | -4.0% |
| 3M | +18.3% | +18.1% | +0.2% | +11.7% |
| 6M | +18.3% | -1.1% | +19.4% | +17.5% |
| YTD | +61.0% | -19.8% | +80.8% | +70.7% |
| 1Y | +177.9% | -34.3% | +212.2% | +216.5% |
| 3Y | +199.1% | -8.2% | +207.3% | +185.6% |
| All | +250.4% | -25.2% | +275.5% | +252.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling