-25.8%
TE vs ROIV
+97.8%
-123.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.1% | -9.6% | -7.1% |
| 7D | +3.8% | +3.0% | +0.8% | +1.9% |
| 30D | -26.2% | +6.8% | -33.1% | -29.2% |
| 3M | -49.7% | +10.5% | -60.2% | -53.0% |
| 6M | -46.5% | +34.8% | -81.3% | -55.1% |
| YTD | -59.1% | +76.2% | -135.3% | -69.8% |
| 1Y | -25.8% | +92.4% | -118.2% | -46.2% |
| All | -25.8% | +97.8% | -123.6% | -46.2% |
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