+155.9%
TNA vs ROIV
+351.4%
-195.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.6% | +5.0% | +6.3% |
| 7D | +2.3% | +13.3% | -11.0% | -6.0% |
| 30D | +1.4% | +14.8% | -13.4% | -7.8% |
| 3M | -21.1% | +11.9% | -33.0% | -28.9% |
| 6M | -9.4% | +42.4% | -51.8% | -33.9% |
| YTD | +29.6% | +87.4% | -57.8% | -26.6% |
| 1Y | +34.6% | +97.2% | -62.6% | -28.0% |
| 3Y | +155.9% | +375.7% | -219.8% | -47.1% |
| All | +155.9% | +351.4% | -195.5% | -47.1% |
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 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