+129.1%
TT vs ROIV
+200.3%
-71.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | -0.2% | +0.6% | -0.9% | -0.3% |
| 30D | -7.4% | +1.0% | -8.3% | -7.6% |
| 3M | -3.2% | +18.3% | -21.5% | -6.1% |
| 6M | +1.1% | +18.3% | -17.2% | -2.3% |
| YTD | +15.6% | +61.0% | -45.3% | +5.8% |
| 1Y | +9.2% | +177.9% | -168.7% | -9.0% |
| All | +129.1% | +200.3% | -71.3% | +80.5% |
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