+555.8%
ROKU vs TMF
-82.6%
+638.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.0% |
| 7D | -2.6% | -4.8% | +2.1% | -2.4% |
| 30D | +2.1% | -4.9% | +7.0% | +2.4% |
| 3M | +31.8% | -13.4% | +45.2% | +32.7% |
| 6M | +53.3% | -23.0% | +76.3% | +55.2% |
| YTD | +42.1% | -20.2% | +62.2% | +43.5% |
| 1Y | +62.3% | -26.5% | +88.8% | +64.5% |
| 3Y | +84.6% | -45.2% | +129.8% | +87.0% |
| 5Y | -53.1% | -88.4% | +35.4% | -55.1% |
| All | +555.8% | -82.6% | +638.4% | +605.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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