+559.3%
ROKU vs TKO
+821.5%
-262.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -0.4% | +2.3% | -2.7% | -1.4% |
| 30D | +2.1% | -2.5% | +4.5% | +2.8% |
| 3M | +29.5% | -10.6% | +40.1% | +33.9% |
| 6M | +53.8% | -5.1% | +58.8% | +54.8% |
| YTD | +42.8% | -8.2% | +51.0% | +45.1% |
| 1Y | +60.7% | -4.4% | +65.2% | +60.0% |
| 3Y | +83.9% | +100.4% | -16.5% | +33.5% |
| 5Y | -52.8% | +294.3% | -347.1% | -74.5% |
| All | +559.3% | +821.5% | -262.2% | +262.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling