+143.2%
TDG vs ROIV
+276.5%
-133.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.3% |
| 7D | +1.7% | +1.7% | 0.0% | +1.6% |
| 30D | +9.7% | +17.6% | -7.9% | +8.2% |
| 3M | -2.3% | +9.0% | -11.3% | -3.3% |
| 6M | +1.3% | +35.3% | -34.0% | -1.6% |
| YTD | -8.5% | +82.2% | -90.6% | -13.5% |
| 1Y | -8.1% | +92.3% | -100.4% | -13.6% |
| 3Y | +43.4% | +336.8% | -293.4% | +25.5% |
| 5Y | +127.8% | +370.6% | -242.8% | +84.8% |
| All | +143.2% | +276.5% | -133.2% | +109.9% |
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