-38.6%
TLT vs ROIV
+276.5%
-315.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.4% |
| 7D | -3.1% | +1.7% | -4.8% | -3.1% |
| 30D | +1.0% | +17.6% | -16.5% | +0.7% |
| 3M | -2.7% | +9.0% | -11.7% | -2.9% |
| 6M | -4.1% | +35.3% | -39.4% | -4.7% |
| YTD | -5.4% | +82.2% | -87.5% | -6.4% |
| 1Y | -7.0% | +92.3% | -99.3% | -8.1% |
| 3Y | +2.8% | +336.8% | -334.0% | +0.4% |
| 5Y | -35.4% | +370.6% | -406.0% | -37.1% |
| All | -38.6% | +276.5% | -315.1% | -39.7% |
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 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