+1.4%
TNA vs ROIV
+298.6%
-297.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.0% | +2.1% |
| 7D | -2.1% | +9.5% | -11.6% | -5.1% |
| 30D | +3.1% | +21.0% | -17.9% | -3.5% |
| 3M | -20.2% | +18.7% | -38.9% | -25.6% |
| 6M | -10.0% | +44.5% | -54.5% | -22.1% |
| YTD | +30.3% | +92.9% | -62.5% | +1.6% |
| 1Y | +31.1% | +100.2% | -69.1% | +0.8% |
| 3Y | +149.4% | +375.0% | -225.7% | +47.4% |
| 5Y | -42.5% | +435.2% | -477.6% | -73.1% |
| All | +1.4% | +298.6% | -297.2% | -48.1% |
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