+9.7%
TNA vs ROIV
+289.9%
-280.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.3% |
| 7D | -7.6% | +19.0% | -26.6% | -13.9% |
| 30D | -13.6% | +16.1% | -29.8% | -18.9% |
| 3M | +2.8% | +44.1% | -41.3% | -10.8% |
| 6M | +34.5% | +37.8% | -3.3% | +18.6% |
| YTD | +41.0% | +88.7% | -47.6% | +10.8% |
| 1Y | +52.0% | +197.3% | -145.3% | +1.6% |
| 3Y | +103.5% | +224.9% | -121.4% | +30.9% |
| 5Y | -22.5% | +311.0% | -333.6% | -61.1% |
| All | +9.7% | +289.9% | -280.2% | -43.4% |
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