+419.7%
TPR vs ROIV
+248.8%
+171.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.2% | +11.3% | +7.6% |
| 7D | +13.9% | -2.4% | +16.3% | +14.1% |
| 30D | +14.9% | +3.1% | +11.9% | +14.4% |
| 3M | -15.4% | +5.8% | -21.2% | -16.5% |
| 6M | -4.5% | +29.3% | -33.8% | -8.4% |
| YTD | +6.0% | +68.8% | -62.8% | -2.0% |
| 1Y | +24.3% | +81.0% | -56.7% | +13.9% |
| 3Y | +412.8% | +294.6% | +118.2% | +325.7% |
| 5Y | +258.4% | +373.1% | -114.7% | +157.3% |
| All | +419.7% | +248.8% | +171.0% | +291.6% |
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