+550.6%
ROKU vs TD
+202.7%
+347.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -0.8% |
| 7D | -3.0% | -1.9% | -1.1% | -1.8% |
| 30D | +0.7% | -1.6% | +2.3% | +1.7% |
| 3M | +26.5% | +4.6% | +21.8% | +22.4% |
| 6M | +52.6% | +26.8% | +25.8% | +30.6% |
| YTD | +40.9% | +28.3% | +12.6% | +19.8% |
| 1Y | +57.6% | +60.4% | -2.8% | +16.6% |
| 3Y | +83.2% | +125.7% | -42.5% | +10.0% |
| 5Y | -54.8% | +122.4% | -177.2% | -71.7% |
| All | +550.6% | +202.7% | +347.9% | +370.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling