+414.4%
TPR vs ROIV
+270.3%
+144.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -1.8% |
| 7D | +14.2% | +5.3% | +8.9% | +13.4% |
| 30D | +17.1% | +11.9% | +5.2% | +15.3% |
| 3M | -17.7% | +10.7% | -28.4% | -19.2% |
| 6M | -10.2% | +34.9% | -45.1% | -14.3% |
| YTD | +4.9% | +79.2% | -74.3% | -3.7% |
| 1Y | +36.1% | +89.0% | -52.9% | +24.1% |
| 3Y | +416.5% | +337.3% | +79.1% | +323.8% |
| 5Y | +254.8% | +402.3% | -147.5% | +152.8% |
| All | +414.4% | +270.3% | +144.1% | +284.7% |
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