+559.3%
ROKU vs TAP
-38.8%
+598.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.4% |
| 7D | -0.4% | -3.9% | +3.5% | +0.1% |
| 30D | +2.1% | -5.3% | +7.3% | +2.7% |
| 3M | +29.5% | -3.8% | +33.3% | +30.0% |
| 6M | +53.8% | -11.4% | +65.2% | +55.8% |
| YTD | +42.8% | -13.7% | +56.5% | +44.7% |
| 1Y | +60.7% | -17.2% | +77.9% | +63.5% |
| 3Y | +83.9% | -33.1% | +116.9% | +91.7% |
| 5Y | -52.8% | +0.8% | -53.6% | -52.6% |
| All | +559.3% | -38.8% | +598.1% | +601.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling