-52.0%
ROKU vs TRGP
+628.1%
-680.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +2.1% | +8.0% | -6.0% | -1.7% |
| 3M | +29.5% | +8.3% | +21.2% | +23.9% |
| 6M | +53.8% | +23.9% | +29.9% | +36.4% |
| YTD | +42.8% | +59.6% | -16.8% | +11.0% |
| 1Y | +60.7% | +79.4% | -18.7% | +16.4% |
| 3Y | +83.9% | +269.4% | -185.5% | -9.1% |
| All | -52.0% | +628.1% | -680.1% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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