+462.5%
TTMI vs ROIV
+280.9%
+181.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.4% | +1.4% | -2.4% |
| 7D | +22.6% | +9.2% | +13.4% | +21.2% |
| 30D | -34.3% | +19.9% | -54.2% | -36.0% |
| 3M | -44.8% | +10.6% | -55.4% | -45.7% |
| 6M | -53.3% | +36.1% | -89.4% | -55.3% |
| YTD | +10.6% | +84.3% | -73.7% | +1.9% |
| 1Y | +8.2% | +87.6% | -79.4% | -0.5% |
| 3Y | +435.7% | +353.9% | +81.8% | +349.9% |
| 5Y | +434.2% | +376.1% | +58.1% | +312.3% |
| All | +462.5% | +280.9% | +181.7% | +348.3% |
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