+19.6%
TNA vs ROIV
+232.7%
-213.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.2% |
| 7D | -0.1% | +0.6% | -0.7% | -0.3% |
| 30D | -4.9% | +1.0% | -5.9% | -5.4% |
| 3M | +0.4% | +18.3% | -17.9% | -5.6% |
| 6M | +32.5% | +18.3% | +14.2% | +24.5% |
| YTD | +53.7% | +61.0% | -7.2% | +28.9% |
| 1Y | +65.1% | +177.9% | -112.8% | +14.0% |
| 3Y | +98.4% | +199.1% | -100.6% | +33.5% |
| 5Y | -22.5% | +250.7% | -273.2% | -58.5% |
| All | +19.6% | +232.7% | -213.1% | -34.2% |
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