+82.9%
ROKU vs TLN
+469.0%
-386.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.4% |
| 7D | -2.6% | +2.0% | -4.6% | -3.2% |
| 30D | +2.1% | -12.9% | +15.1% | +5.3% |
| 3M | +31.8% | -7.4% | +39.2% | +32.5% |
| 6M | +53.3% | -6.0% | +59.3% | +52.5% |
| YTD | +42.1% | -16.9% | +58.9% | +44.2% |
| 1Y | +62.3% | -22.6% | +85.0% | +66.8% |
| All | +82.9% | +469.0% | -386.1% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling