+559.3%
ROKU vs TNA
+6.7%
+552.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -0.4% | -7.3% | +6.8% | +2.8% |
| 30D | +2.1% | -14.2% | +16.2% | +8.6% |
| 3M | +29.5% | -4.6% | +34.1% | +30.8% |
| 6M | +53.8% | +36.9% | +16.9% | +31.3% |
| YTD | +42.8% | +42.5% | +0.3% | +18.7% |
| 1Y | +60.7% | +45.8% | +15.0% | +29.8% |
| 3Y | +83.9% | +104.7% | -20.8% | +18.4% |
| 5Y | -52.8% | -21.7% | -31.1% | -58.3% |
| All | +559.3% | +6.7% | +552.5% | +435.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling