+853.9%
TTMI vs ROIV
+295.0%
+558.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +18.8% | -15.8% | +0.3% |
| 7D | +12.2% | +20.2% | -8.0% | +9.0% |
| 30D | -5.7% | +14.1% | -19.9% | -7.7% |
| 3M | -27.5% | +45.6% | -73.1% | -31.1% |
| 6M | +47.1% | +44.1% | +3.0% | +39.8% |
| YTD | +87.5% | +91.2% | -3.7% | +72.1% |
| 1Y | +175.2% | +221.3% | -46.1% | +139.0% |
| 3Y | +901.9% | +229.2% | +672.7% | +755.0% |
| 5Y | +843.5% | +316.5% | +527.0% | +639.1% |
| All | +853.9% | +295.0% | +558.9% | +657.0% |
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