+826.9%
TTMI vs ROIV
+201.4%
+625.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +8.3% |
| 7D | +5.9% | +0.6% | +5.2% | +5.7% |
| 30D | -4.3% | +1.0% | -5.3% | -4.6% |
| 3M | -32.0% | +18.3% | -50.3% | -35.0% |
| 6M | +19.5% | +18.3% | +1.1% | +13.7% |
| YTD | +82.0% | +61.0% | +21.1% | +58.8% |
| 1Y | +172.6% | +177.9% | -5.3% | +107.9% |
| All | +826.9% | +201.4% | +625.6% | +549.8% |
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