+559.3%
ROKU vs TD
+207.4%
+351.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -0.4% | -0.5% | +0.1% | -0.1% |
| 30D | +2.1% | -1.9% | +4.0% | +3.2% |
| 3M | +29.5% | +4.8% | +24.7% | +25.2% |
| 6M | +53.8% | +28.0% | +25.8% | +30.8% |
| YTD | +42.8% | +30.3% | +12.5% | +20.2% |
| 1Y | +60.7% | +59.8% | +1.0% | +19.2% |
| 3Y | +83.9% | +124.7% | -40.8% | +10.6% |
| 5Y | -52.8% | +127.0% | -179.8% | -70.7% |
| All | +559.3% | +207.4% | +351.9% | +372.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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