-19.2%
TNA vs ROIV
+316.9%
-336.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +18.8% | -20.1% | -8.0% |
| 7D | +4.1% | +20.2% | -16.1% | -3.4% |
| 30D | -7.6% | +14.1% | -21.8% | -12.7% |
| 3M | +8.1% | +45.6% | -37.5% | -6.5% |
| 6M | +49.0% | +44.1% | +4.9% | +29.3% |
| YTD | +51.7% | +91.2% | -39.4% | +18.6% |
| 1Y | +59.6% | +221.3% | -161.7% | +3.8% |
| 3Y | +118.9% | +229.2% | -110.3% | +40.2% |
| 5Y | -19.2% | +316.5% | -335.6% | -61.4% |
| All | -19.2% | +316.9% | -336.1% | -61.4% |
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 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