+812.9%
TTMI vs ROIV
+319.8%
+493.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -4.1% |
| 7D | +7.5% | +22.3% | -14.8% | +4.2% |
| 30D | -4.5% | +16.9% | -21.3% | -6.8% |
| 3M | -28.5% | +43.9% | -72.5% | -32.0% |
| 6M | +28.4% | +41.6% | -13.2% | +22.2% |
| YTD | +80.1% | +92.7% | -12.6% | +65.2% |
| 1Y | +161.0% | +210.2% | -49.1% | +127.7% |
| 3Y | +862.4% | +231.8% | +630.6% | +721.3% |
| 5Y | +812.9% | +319.8% | +493.2% | +583.7% |
| All | +812.9% | +319.8% | +493.2% | +583.7% |
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