+60.2%
ROKU vs TDY
+11.8%
+48.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | -1.3% | -1.8% | +0.5% | -0.7% |
| 30D | +5.9% | -10.7% | +16.6% | +10.3% |
| 3M | +23.9% | -1.3% | +25.2% | +23.9% |
| 6M | +59.6% | -10.6% | +70.1% | +63.9% |
| YTD | +43.4% | +19.6% | +23.8% | +33.7% |
| 1Y | +60.2% | +11.6% | +48.5% | +56.8% |
| All | +60.2% | +11.8% | +48.4% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling