+455.5%
TTMI vs ROIV
+287.3%
+168.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +4.6% | +8.7% | +12.6% |
| 7D | -1.6% | +13.3% | -15.0% | -3.3% |
| 30D | -37.7% | +14.8% | -52.5% | -39.0% |
| 3M | -45.1% | +11.9% | -57.0% | -46.1% |
| 6M | -52.1% | +42.4% | -94.5% | -54.5% |
| YTD | +9.2% | +87.4% | -78.2% | +0.4% |
| 1Y | +12.9% | +97.2% | -84.3% | +3.2% |
| 3Y | +445.5% | +375.7% | +69.8% | +355.9% |
| 5Y | +427.9% | +379.0% | +48.9% | +306.4% |
| All | +455.5% | +287.3% | +168.2% | +341.5% |
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