+125.7%
TT vs ROIV
+369.5%
-243.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.2% | -0.2% | -4.0% |
| 7D | -9.0% | -2.4% | -6.6% | -8.8% |
| 30D | -17.6% | +3.1% | -20.7% | -17.9% |
| 3M | -18.7% | +5.8% | -24.5% | -19.3% |
| 6M | -17.4% | +29.3% | -46.7% | -19.8% |
| YTD | +1.5% | +68.8% | -67.2% | -3.9% |
| 1Y | -9.4% | +81.0% | -90.4% | -14.8% |
| 3Y | +85.1% | +294.6% | -209.5% | +62.8% |
| 5Y | +125.7% | +373.1% | -247.4% | +80.1% |
| All | +125.7% | +369.5% | -243.7% | +80.1% |
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