+148.8%
TDG vs ROIV
+298.6%
-149.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | +2.3% | +9.5% | -7.2% | +1.6% |
| 30D | +11.2% | +21.0% | -9.8% | +9.4% |
| 3M | +0.2% | +18.7% | -18.5% | -1.4% |
| 6M | +3.9% | +44.5% | -40.6% | +0.3% |
| YTD | -6.4% | +92.9% | -99.2% | -11.9% |
| 1Y | -3.8% | +100.2% | -104.0% | -9.8% |
| 3Y | +46.8% | +375.0% | -328.3% | +27.7% |
| 5Y | +128.3% | +435.2% | -306.9% | +83.7% |
| All | +148.8% | +298.6% | -149.8% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling