+826.3%
TTMI vs ROIV
+232.7%
+593.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +8.6% |
| 7D | +5.9% | +0.6% | +5.2% | +5.8% |
| 30D | -4.3% | +1.0% | -5.3% | -4.4% |
| 3M | -32.0% | +18.3% | -50.3% | -33.4% |
| 6M | +19.5% | +18.3% | +1.1% | +17.0% |
| YTD | +82.0% | +61.0% | +21.1% | +71.6% |
| 1Y | +172.6% | +177.9% | -5.3% | +142.5% |
| 3Y | +744.7% | +199.1% | +545.6% | +636.2% |
| 5Y | +805.6% | +250.7% | +554.8% | +628.5% |
| All | +826.3% | +232.7% | +593.6% | +654.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling