-9.3%
TDG vs ROIV
+177.7%
-187.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | -2.0% | +0.6% | -2.7% | -2.1% |
| 30D | -7.4% | +1.0% | -8.3% | -7.5% |
| 3M | -5.4% | +18.3% | -23.7% | -6.9% |
| 6M | -11.6% | +18.3% | -30.0% | -13.4% |
| YTD | -12.6% | +61.0% | -73.6% | -15.6% |
| 1Y | -9.3% | +177.9% | -187.2% | -7.6% |
| All | -9.3% | +177.7% | -187.0% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling