+373.1%
TPR vs ROIV
+232.7%
+140.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -2.3% | +0.6% | -2.9% | -2.4% |
| 30D | -23.0% | +1.0% | -23.9% | -23.2% |
| 3M | -12.5% | +18.3% | -30.8% | -14.6% |
| 6M | -21.4% | +18.3% | -39.8% | -23.5% |
| YTD | -3.5% | +61.0% | -64.5% | -9.8% |
| 1Y | +17.4% | +177.9% | -160.5% | +2.4% |
| 3Y | +291.3% | +199.1% | +92.2% | +233.8% |
| 5Y | +241.9% | +250.7% | -8.8% | +158.7% |
| All | +373.1% | +232.7% | +140.5% | +260.3% |
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