+230.8%
TPR vs ROIV
+413.4%
-182.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | 0.0% |
| 7D | -1.1% | +9.2% | -10.4% | -2.3% |
| 30D | +15.1% | +19.9% | -4.8% | +12.2% |
| 3M | -13.4% | +10.6% | -24.0% | -15.1% |
| 6M | +1.4% | +36.1% | -34.7% | -3.9% |
| YTD | +4.8% | +84.3% | -79.5% | -5.1% |
| 1Y | +29.2% | +87.6% | -58.4% | +16.6% |
| 3Y | +403.7% | +353.9% | +49.8% | +302.0% |
| 5Y | +230.8% | +376.1% | -145.2% | +117.7% |
| All | +230.8% | +413.4% | -182.5% | +117.7% |
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 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