-35.1%
TLT vs ROIV
+413.4%
-448.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +3.0% | -1.4% |
| 7D | -2.7% | +9.2% | -11.9% | -2.9% |
| 30D | +2.2% | +19.9% | -17.8% | +1.8% |
| 3M | -1.7% | +10.6% | -12.3% | -2.0% |
| 6M | -4.0% | +36.1% | -40.0% | -4.6% |
| YTD | -4.9% | +84.3% | -89.2% | -6.0% |
| 1Y | -7.4% | +87.6% | -95.0% | -8.5% |
| 3Y | +3.0% | +353.9% | -350.9% | +0.5% |
| 5Y | -35.1% | +376.1% | -411.2% | -36.9% |
| All | -35.1% | +413.4% | -448.4% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling