-0.2%
TLT vs ROIV
+200.3%
-200.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | -0.4% | +0.6% | -1.1% | -0.5% |
| 30D | -0.6% | +1.0% | -1.5% | -0.6% |
| 3M | -2.7% | +18.3% | -21.0% | -3.5% |
| 6M | -5.6% | +18.3% | -24.0% | -6.5% |
| YTD | -2.8% | +61.0% | -63.7% | -4.9% |
| 1Y | -1.4% | +177.9% | -179.3% | -6.1% |
| All | -0.2% | +200.3% | -200.5% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling