+125.2%
TDG vs ROIV
+289.9%
-164.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | -2.7% | +19.0% | -21.7% | -4.2% |
| 30D | -9.3% | +16.1% | -25.4% | -10.5% |
| 3M | -7.1% | +44.1% | -51.2% | -10.0% |
| 6M | -11.2% | +37.8% | -49.0% | -13.8% |
| YTD | -15.3% | +88.7% | -103.9% | -20.1% |
| 1Y | -12.5% | +197.3% | -209.8% | -20.6% |
| 3Y | +51.2% | +224.9% | -173.7% | +34.8% |
| 5Y | +126.1% | +311.0% | -184.9% | +90.6% |
| All | +125.2% | +289.9% | -164.7% | +93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling