+416.5%
TPR vs ROIV
+314.9%
+101.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -2.1% |
| 7D | +14.2% | +5.3% | +8.9% | +12.9% |
| 30D | +17.1% | +11.9% | +5.2% | +14.3% |
| 3M | -17.7% | +10.7% | -28.4% | -20.3% |
| 6M | -10.2% | +34.9% | -45.1% | -17.8% |
| YTD | +4.9% | +79.2% | -74.3% | -11.4% |
| 1Y | +36.1% | +89.0% | -52.9% | +13.0% |
| 3Y | +416.5% | +337.3% | +79.1% | +236.4% |
| All | +416.5% | +314.9% | +101.5% | +236.4% |
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 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