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  • ROKU vs TPG✓SelectedUSD · TPGROKU vs TPG performance historyLatest closeAs of-1.72%09/04
Stock and ETF performance explorer

ROKU vs TPG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+60.2%
TPG return
-6.0%
Excess return
+66.2%
Maximum drawdown
-27.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioTPGExcessAlpha
1D-1.7%-1.1%-0.6%-1.4%
7D-1.3%-2.4%+1.1%-0.6%
30D+5.9%+11.1%-5.2%+2.1%
3M+23.9%+26.3%-2.4%+14.0%
6M+59.6%+18.3%+41.2%+49.7%
YTD+43.4%-14.4%+57.8%+47.4%
1Y+60.2%-6.7%+66.9%+60.1%
All+60.2%-6.0%+66.2%+60.1%

Cumulative growth

Daily Returns

Daily percentage return beside TPG.

Daily Out/Under-Performance

Portfolio return minus TPG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…

1y analysis · Full analysis span regression · 6 months rolling