-80.3%
TE vs ROIV
+280.9%
-361.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.4% | -3.1% | -6.1% |
| 7D | -13.6% | +9.2% | -22.8% | -16.0% |
| 30D | -37.7% | +19.9% | -57.6% | -41.0% |
| 3M | -59.8% | +10.6% | -70.4% | -61.0% |
| 6M | -66.3% | +36.1% | -102.4% | -69.2% |
| YTD | -70.5% | +84.3% | -154.8% | -75.3% |
| 1Y | -48.8% | +87.6% | -136.4% | -57.4% |
| 3Y | +31.3% | +353.9% | -322.6% | -10.7% |
| 5Y | -82.0% | +376.1% | -458.1% | -89.7% |
| All | -80.3% | +280.9% | -361.1% | -88.2% |
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 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