+126.5%
TDG vs ROIV
+319.8%
-193.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | -2.4% | +22.3% | -24.8% | -4.1% |
| 30D | -8.0% | +16.9% | -24.8% | -9.3% |
| 3M | -10.5% | +43.9% | -54.4% | -13.3% |
| 6M | -11.9% | +41.6% | -53.5% | -14.7% |
| YTD | -15.4% | +92.7% | -108.0% | -20.2% |
| 1Y | -14.2% | +210.2% | -224.4% | -22.3% |
| 3Y | +51.0% | +231.8% | -180.8% | +34.7% |
| 5Y | +126.5% | +319.8% | -193.3% | +87.7% |
| All | +126.5% | +319.8% | -193.3% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling