+157.6%
ROKU vs TLN
+574.4%
-416.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -0.4% | -1.3% | +0.9% | -0.1% |
| 30D | +2.1% | -14.3% | +16.4% | +5.9% |
| 3M | +29.5% | -9.3% | +38.8% | +30.9% |
| 6M | +53.8% | -1.1% | +54.9% | +50.9% |
| YTD | +42.8% | -16.6% | +59.4% | +44.9% |
| 1Y | +60.7% | -22.0% | +82.7% | +65.0% |
| 3Y | +83.9% | +470.2% | -386.3% | -8.2% |
| All | +157.6% | +574.4% | -416.8% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling