+86.1%
ROKU vs TMF
-42.4%
+128.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -0.1% | +1.0% | -1.1% | -0.2% |
| 30D | +1.5% | -1.8% | +3.3% | +1.7% |
| 3M | +25.7% | -8.2% | +34.0% | +26.9% |
| 6M | +54.5% | -19.5% | +74.0% | +58.4% |
| YTD | +43.2% | -16.0% | +59.1% | +46.1% |
| 1Y | +56.3% | -22.5% | +78.8% | +60.7% |
| 3Y | +86.1% | -42.3% | +128.4% | +70.4% |
| All | +86.1% | -42.4% | +128.5% | +70.4% |
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