+432.7%
TTMI vs ROIV
+292.3%
+140.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.3% |
| 7D | -11.5% | +14.3% | -25.8% | -13.2% |
| 30D | -40.3% | +16.2% | -56.5% | -41.6% |
| 3M | -44.5% | +15.1% | -59.6% | -45.8% |
| 6M | -54.1% | +44.2% | -98.3% | -56.4% |
| YTD | +4.7% | +89.8% | -85.1% | -3.9% |
| 1Y | +3.3% | +94.6% | -91.2% | -5.5% |
| 3Y | +407.2% | +367.5% | +39.7% | +324.0% |
| 5Y | +406.5% | +421.4% | -14.9% | +289.0% |
| All | +432.7% | +292.3% | +140.4% | +322.5% |
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