+208.0%
TT vs ROIV
+270.3%
-62.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.2% | -3.8% | +1.9% |
| 7D | -2.0% | +5.3% | -7.3% | -2.4% |
| 30D | -14.0% | +11.9% | -25.9% | -14.8% |
| 3M | -15.9% | +10.7% | -26.6% | -16.8% |
| 6M | -17.3% | +34.9% | -52.2% | -19.7% |
| YTD | +4.0% | +79.2% | -75.2% | -1.5% |
| 1Y | -7.1% | +89.0% | -96.1% | -12.4% |
| 3Y | +90.2% | +337.3% | -247.1% | +68.7% |
| 5Y | +131.1% | +402.3% | -271.2% | +90.6% |
| All | +208.0% | +270.3% | -62.3% | +162.3% |
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 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