-52.0%
ROKU vs TNA
-23.3%
-28.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | -0.4% | -7.3% | +6.8% | +3.7% |
| 30D | +2.1% | -14.2% | +16.2% | +10.6% |
| 3M | +29.5% | -4.6% | +34.1% | +31.0% |
| 6M | +53.8% | +36.9% | +16.9% | +24.2% |
| YTD | +42.8% | +42.5% | +0.3% | +11.0% |
| 1Y | +60.7% | +45.8% | +15.0% | +19.6% |
| 3Y | +83.9% | +104.7% | -20.8% | -6.1% |
| All | -52.0% | -23.3% | -28.7% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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