+155.6%
TE vs ROIV
+221.6%
-66.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +18.8% | -8.8% | -1.7% |
| 7D | +18.2% | +20.2% | -1.9% | +4.8% |
| 30D | -13.5% | +14.1% | -27.6% | -21.0% |
| 3M | -44.6% | +45.6% | -90.2% | -56.5% |
| 6M | -24.7% | +44.1% | -68.8% | -40.4% |
| YTD | -24.3% | +91.2% | -115.4% | -49.2% |
| 1Y | +155.6% | +221.3% | -65.7% | +41.6% |
| All | +155.6% | +221.6% | -66.0% | +41.6% |
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