-37.2%
TLT vs ROIV
+270.3%
-307.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | -0.1% |
| 7D | +0.1% | +5.3% | -5.2% | 0.0% |
| 30D | +6.2% | +11.9% | -5.7% | +6.0% |
| 3M | -0.3% | +10.7% | -11.1% | -0.6% |
| 6M | -3.4% | +34.9% | -38.3% | -3.9% |
| YTD | -3.1% | +79.2% | -82.3% | -4.1% |
| 1Y | -5.2% | +89.0% | -94.2% | -6.3% |
| 3Y | +6.5% | +337.3% | -330.9% | +4.0% |
| 5Y | -34.7% | +402.3% | -437.0% | -36.5% |
| All | -37.2% | +270.3% | -307.5% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling