+51.8%
ROKU vs TKO
+2.8%
+49.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -1.1% |
| 7D | +2.6% | +5.8% | -3.2% | +1.8% |
| 30D | +5.5% | +7.2% | -1.7% | +4.4% |
| 3M | +9.1% | +3.7% | +5.4% | +8.4% |
| 6M | +28.9% | +2.0% | +26.9% | +24.9% |
| YTD | +47.8% | -8.4% | +56.2% | +46.9% |
| 1Y | +51.8% | +2.6% | +49.1% | +47.3% |
| All | +51.8% | +2.8% | +49.0% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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