+54.0%
ROKU vs TPG
-1.9%
+55.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +0.5% |
| 7D | +4.8% | +12.5% | -7.7% | +1.3% |
| 30D | +6.1% | +12.7% | -6.6% | +2.4% |
| 3M | +10.5% | +3.5% | +7.0% | +8.7% |
| 6M | +29.2% | +14.1% | +15.1% | +22.7% |
| YTD | +50.0% | -18.5% | +68.5% | +55.2% |
| All | +54.0% | -1.9% | +55.9% | +50.8% |
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