-41.7%
ROKU vs TMF
-87.7%
+46.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +3.5% | +1.2% | +2.3% | +3.3% |
| 30D | +5.1% | +19.7% | -14.6% | +2.8% |
| 3M | +7.0% | -2.1% | +9.1% | +7.1% |
| 6M | +25.4% | -13.4% | +38.9% | +27.3% |
| YTD | +48.0% | -16.7% | +64.7% | +50.8% |
| 1Y | +53.1% | -23.3% | +76.5% | +57.5% |
| 3Y | +92.7% | -24.8% | +117.5% | +93.2% |
| All | -41.7% | -87.7% | +46.0% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling