+562.1%
ROKU vs THC
+1,596.9%
-1,034.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -1.3% | -0.7% | -0.7% | -1.2% |
| 30D | +5.9% | +1.3% | +4.6% | +5.5% |
| 3M | +23.9% | +64.2% | -40.4% | +8.7% |
| 6M | +59.6% | +8.3% | +51.3% | +54.7% |
| YTD | +43.4% | +33.4% | +10.0% | +30.8% |
| 1Y | +60.2% | +37.7% | +22.5% | +44.0% |
| 3Y | +90.4% | +236.8% | -146.4% | +32.7% |
| 5Y | -54.5% | +249.3% | -303.8% | -69.5% |
| All | +562.1% | +1,596.9% | -1,034.8% | +204.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling