+369.4%
TTMI vs ROIV
+314.9%
+54.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +6.2% | +0.7% | +4.5% |
| 7D | -19.8% | +5.3% | -25.1% | -21.3% |
| 30D | -48.1% | +11.9% | -60.0% | -50.4% |
| 3M | -51.2% | +10.7% | -61.9% | -53.7% |
| 6M | -59.6% | +34.9% | -94.5% | -64.3% |
| YTD | -3.6% | +79.2% | -82.8% | -23.2% |
| 1Y | -2.3% | +89.0% | -91.4% | -23.8% |
| 3Y | +369.4% | +337.3% | +32.0% | +163.1% |
| All | +369.4% | +314.9% | +54.4% | +163.1% |
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 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