+91.2%
ROKU vs TMF
-25.3%
+116.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +3.5% | +1.2% | +2.3% | +3.4% |
| 30D | +5.1% | +19.7% | -14.6% | +3.6% |
| 3M | +7.0% | -2.1% | +9.1% | +7.0% |
| 6M | +25.4% | -13.4% | +38.9% | +26.6% |
| YTD | +48.0% | -16.7% | +64.7% | +49.8% |
| 1Y | +53.1% | -23.3% | +76.5% | +55.7% |
| All | +91.2% | -25.3% | +116.5% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling