-53.1%
ROKU vs THC
+254.2%
-307.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.6% |
| 7D | -2.6% | 0.0% | -2.6% | -2.7% |
| 30D | +2.1% | +1.5% | +0.6% | +1.3% |
| 3M | +31.8% | +59.9% | -28.1% | +8.3% |
| 6M | +53.3% | +11.0% | +42.3% | +44.7% |
| YTD | +42.1% | +32.6% | +9.5% | +22.8% |
| 1Y | +62.3% | +37.4% | +25.0% | +36.6% |
| 3Y | +84.6% | +252.5% | -167.9% | -8.5% |
| 5Y | -53.1% | +262.3% | -315.4% | -77.4% |
| All | -53.1% | +254.2% | -307.3% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 5y: compounded portfolio wealth divided by compounded THC 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…
5y analysis · Full analysis span regression · 6 months rolling